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Portfolio larger dataset

Status: Open.

#105 In PatrickOHara/mis-dro-code;

· haritadell opened on Oct 28, 2024

Appendix: add an example of symmetric/assymetric newsvendor

Status: Open.

#103 In PatrickOHara/mis-dro-code;

· haritadell opened on Oct 28, 2024

Link of the KL for exponential families to corresponding to Bregman divergence

writingWriting taskWriting task

Status: Open.

#102 In PatrickOHara/mis-dro-code;

· PatrickOHara opened on Oct 25, 2024

Visualise overconfident prior: what does this mean for BAS?

Status: Open.

#97 In PatrickOHara/mis-dro-code;

· PatrickOHara opened on Oct 8, 2024

Visualise BAS vs RoBAS for Gaussian example

Status: Open.

#89 In PatrickOHara/mis-dro-code;

· haritadell opened on Sep 26, 2024

Compare against BDRO with the NPL posterior

Status: Open.

#88 In PatrickOHara/mis-dro-code;

· haritadell opened on Sep 26, 2024

Other metric for experiments

Status: Open.

#87 In PatrickOHara/mis-dro-code;

· haritadell opened on Sep 26, 2024

Figure for over-confident prior for multvariate Gaussian

Status: Open.

#86 In PatrickOHara/mis-dro-code;

· haritadell opened on Sep 26, 2024

Compare times for DRO-BAS and DRO-RoBAS and BDRO (?)

Status: Open.

#84 In PatrickOHara/mis-dro-code;

· haritadell opened on Sep 24, 2024

Adjust code for higher dimensions

Status: Open.

#82 In PatrickOHara/mis-dro-code;

· haritadell opened on Sep 24, 2024

Experiment with a misspecified prior

Status: Open.

#80 In PatrickOHara/mis-dro-code;

· PatrickOHara opened on Sep 20, 2024

Setting of epsilon in DRO-BAS

Status: Open.

#78 In PatrickOHara/mis-dro-code;

· haritadell opened on Sep 20, 2024