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Rui Gao
Rui Gao
Assistant Professor, University of Texas at Austin
Verified email at mccombs.utexas.edu - Homepage
Title
Cited by
Cited by
Year
Distributionally robust stochastic optimization with Wasserstein distance
R Gao, A Kleywegt
Mathematics of Operations Research, 2016
563*2016
Wasserstein distributionally robust optimization and variation regularization
R Gao, X Chen, AJ Kleywegt
Operations Research, 2017
168*2017
Risk-based distributionally robust optimal power flow with dynamic line rating
C Wang, R Gao, F Qiu, J Wang, L Xin
IEEE Transactions on Power Systems 33 (6), 6074-6086, 2018
762018
Risk-based distributionally robust optimal gas-power flow with wasserstein distance
C Wang, R Gao, W Wei, M Shafie-khah, T Bi, JPS Catalao
IEEE Transactions on Power Systems 34 (3), 2190-2204, 2019
682019
Robust hypothesis testing using Wasserstein uncertainty sets
R Gao, L Xie, Y Xie, H Xu
Advances in Neural Information Processing Systems 31, 2018
602018
Finite-sample guarantees for Wasserstein distributionally robust optimization: Breaking the curse of dimensionality
R Gao
Operations Research, 2022
462022
Distributionally robust stochastic optimization with dependence structure
R Gao, AJ Kleywegt
arXiv preprint arXiv:1701.04200, 2017
402017
Analyzing the generalization capability of SGLD using properties of Gaussian channels
H Wang, Y Huang, R Gao, F Calmon
Advances in Neural Information Processing Systems 34, 24222-24234, 2021
20*2021
Two-sample test using projected Wasserstein distance
J Wang, R Gao, Y Xie
2021 IEEE International Symposium on Information Theory (ISIT), 3320-3325, 2021
162021
Data-driven robust optimization with known marginal distributions
R Gao, AJ Kleywegt
Working paper, 2017
152017
Reliable off-policy evaluation for reinforcement learning
J Wang, R Gao, H Zha
Operations Research, 2022
102022
Sinkhorn distributionally robust optimization
J Wang, R Gao, Y Xie
arXiv preprint arXiv:2109.11926, 2021
102021
Generalization bounds for (Wasserstein) robust optimization
Y An, R Gao
Advances in Neural Information Processing Systems 34, 10382-10392, 2021
92021
Contextual decision-making under parametric uncertainty and data-driven optimistic optimization
J Cao, R Gao
Available at Optimization Online, 2021
82021
Robust hypothesis testing with wasserstein uncertainty sets
L Xie, R Gao, Y Xie
arXiv preprint arXiv:2105.14348, 2021
62021
Two-sample Test with Kernel Projected Wasserstein Distance
J Wang, R Gao, Y Xie
arXiv preprint arXiv:2102.06449, 2021
62021
Optimal Robust Policy for Feature-Based Newsvendor
L Zhang, J Yang, R Gao
Optimization Online, 2021
4*2021
A simple duality proof for Wasserstein distributionally robust optimization
L Zhang, J Yang, R Gao
arXiv e-prints, arXiv: 2205.00362, 2022
32022
Distributionally robust weighted k-nearest neighbors
S Zhu, L Xie, M Zhang, R Gao, Y Xie
Advances in Neural Information Processing Systems 35, 29088-29100, 2022
22022
An Efficient Dimension Reduction for Portfolio Optimization via the Most Robust Solution
L Zhao, R Gao
Available at SSRN, 2021
2021
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