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Conformal-DRO: Distributionally Robust Optimization with Conformalized Ambiguity Set

This story is from 2026-09-11. It is preserved in the archive; the latest stories are on the live feed.

arXiv:2609.11073v1 Announce Type: cross Abstract: Data-driven distributionally robust optimization (DRO) typically treats the conditional outcome law as fixed and uses ambiguity sets to capture estimation error. This paper studies latent distributional heterogeneity, where each instance has an unob…

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  1. 2026-09-11 04:00 · arXiv stat.ML
    Conformal-DRO: Distributionally Robust Optimization with Conformalized Ambiguity Set

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