no code implementations • 18 Sep 2023 • Yuen-Man Pun, Farhad Farokhi, Iman Shames
In this work, we consider a sequence of stochastic optimization problems following a time-varying distribution via the lens of online optimization.
no code implementations • 12 May 2021 • Xiaolu Wang, Yuen-Man Pun, Anthony Man-Cho So
To address this issue, we propose a novel graph learning model based on the distributionally robust optimization methodology, which aims to identify a graph that not only provides a smooth representation of but is also robust against uncertainties in the observed signals.