Develops robust SGLD with non-asymptotic convergence bounds for non-convex DRO and applies it to neural network regression under adversarial corruption.
Appointment scheduling under time-dependent patient no-show behavior.Management Science, 66(8):3480–3500
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Robust SGLD algorithm for solving non-convex distributionally robust optimisation problems
Develops robust SGLD with non-asymptotic convergence bounds for non-convex DRO and applies it to neural network regression under adversarial corruption.