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Viet Anh Nguyen
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Cited by
Year
Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning
D Kuhn, P Mohajerin Esfahani, VA Nguyen, S Shafieezadeh-Abadeh
Operations Research & Management Science in the Age of Analytics, 130-166, 2019
4502019
Wasserstein Distributionally Robust Kalman Filtering
S Shafieezadeh-Abadeh, VA Nguyen, D Kuhn, P Mohajerin Esfahani
Advances in Neural Information Processing Systems, 8483-8492, 2018
1062018
Energy and Reserve Dispatch with Distributionally Robust Joint Chance Constraints
C Ordoudis, VA Nguyen, D Kuhn, P Pinson
Operations Research Letters, 2018
672018
Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator
VA Nguyen, D Kuhn, P Mohajerin Esfahani
Operations Research 70 (1), 490-515, 2022
612022
A Distributionally Robust Approach to Fair Classification
B Taskesen, VA Nguyen, D Kuhn, J Blanchet
arXiv preprint arXiv:2007.09530, 2020
532020
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization
VA Nguyen, S Shafieezadeh-Abadeh, D Kuhn, P Mohajerin Esfahani
Mathematics of Operations Research 48 (1), 1-37, 2023
492023
Statistical Analysis of Wasserstein Distributionally Robust Estimators
J Blanchet, K Murthy, VA Nguyen
Tutorials in Operations Research: Emerging Optimization Methods and Modeling …, 2021
402021
A Statistical Test for Probabilistic Fairness
B Taskesen, J Blanchet, D Kuhn, VA Nguyen
ACM Conference on Fairness, Accountability and Transparency (FAccT), 2020
322020
Satisficing Measure Approach for Vehicle Routing Problem with Time Windows under Uncertainty
VA Nguyen, J Jiang, KM Ng, KM Teo
European Journal of Operational Research 248 (2), 404-414, 2016
302016
Optimistic Distributionally Robust Optimization for Nonparametric Likelihood Approximation
VA Nguyen, S Shafieezadeh-Abadeh, MC Yue, D Kuhn, W Wiesemann
Advances in Neural Information Processing Systems 32, 15872--15882, 2019
292019
Distributionally Robust Local Non-parametric Conditional Estimation
VA Nguyen, F Zhang, J Blanchet, E Delage, Y Ye
Advances in Neural Information Processing Systems, 2020
272020
Testing Group Fairness via Optimal Transport Projections
N Si, K Murthy, J Blanchet, VA Nguyen
Proceedings of the International Conference on Machine Learning, 2021
242021
Counterfactual Plans under Distributional Ambiguity
N Bui, D Nguyen, VA Nguyen
International Conference on Learning Representations, 2022
232022
Commuter Cycling Policy in Singapore: A Farecard Data Analytics Based Approach
A Kumar, VA Nguyen, KM Teo
Annals of Operations Research 236 (1), 57-73, 2016
232016
Calculating Optimistic Likelihoods using (Geodesically) Convex Optimization
VA Nguyen, S Shafieezadeh-Abadeh, MC Yue, D Kuhn, W Wiesemann
Advances in Neural Information Processing Systems 32, 13920-13931, 2019
222019
Robustifying Conditional Portfolio Decisions via Optimal Transport
VA Nguyen, F Zhang, J Blanchet, E Delage, Y Ye
arXiv preprint arXiv:2103.16451, 2021
212021
Sequential Domain Adaptation by Synthesizing Distributionally Robust Experts
B Taskesen, MC Yue, J Blanchet, D Kuhn, VA Nguyen
Proceedings of the International Conference on Machine Learning, 2021
182021
Wasserstein robust classification with fairness constraints
Y Wang, VA Nguyen, GA Hanasusanto
Manufacturing & Service Operations Management, 2024
17*2024
Mean-covariance robust risk measurement
VA Nguyen, S Shafiee, D Filipović, D Kuhn
arXiv preprint arXiv:2112.09959, 2021
152021
Robust Bayesian Classification Using an Optimistic Score Ratio
VA Nguyen, N Si, J Blanchet
Proceedings of the International Conference on Machine Learning, 2020
152020
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