arXiv cs.LG
· Papers
Wasserstein Distributionally Robust Risk-Sensitive Estimation via Conditional Value-at-Risk
arXiv:2604.18546v2 Announce Type: replace Abstract: We propose a distributionally robust approach to risk-sensitive estimation of an unknown signal x from an observed signal y. The observation and unknown signal are modeled as random vectors whose joint probability distribution is unknown, but assumed to belong to a gi