A functional-maximin DRPP framework is introduced that converts optimization over probability measures to Euclidean spaces, producing Noise-DRPP and Eig-DRPP suboptimal predictors along with optimality gap bounds.
A novel probabilistic forecast system predicting anomalously warm 2018-2022 reinforcing the long-term global warming trend
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Distributionally Robust Probabilistic Prediction for Stochastic Dynamical Systems
A functional-maximin DRPP framework is introduced that converts optimization over probability measures to Euclidean spaces, producing Noise-DRPP and Eig-DRPP suboptimal predictors along with optimality gap bounds.