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Boskos, D. (author), Cortes, Jorge (author), Martinez, Sonia (author)This paper builds Wasserstein ambiguity sets for the unknown probability distribution of dynamic random variables leveraging noisy partial-state observations. The constructed ambiguity sets contain the true distribution of the data with quantifiable probability and can be exploited to formulate robust stochastic optimization problems with out...journal article 2024
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Liu, Chengen (author), Leus, G.J.T. (author), Isufi, E. (author)The edge flow reconstruction task consists of retreiving edge flow signals from corrupted or incomplete measurements. This is typically solved by a regularized optimization problem on higher-order networks such as simplicial complexes and the corresponding regularizers are chosen based on prior knowledge. Tailoring this prior to the setting...journal article 2023