# Adjusted Wasserstein Distributionally Robust Estimator in Statistical Learning

arXiv: https://arxiv.org/abs/2303.15579 · HTML: https://mlsanity.com/paper/2303.15579/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- Builds on 14 of its 30 references that are in the map.
- First posted on arXiv 27 Mar 2023.

## Builds on (most cited first, 14 of 14)

- [Certifying Some Distributional Robustness with Principled Adversarial Training](https://mlsanity.com/paper/1710.10571/) (2017)
- [Data-driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations](https://mlsanity.com/paper/1505.05116/) (2015)
- [Distributionally Robust Stochastic Optimization with Wasserstein Distance](https://mlsanity.com/paper/1604.02199/) (2016)
- [Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning](https://mlsanity.com/paper/1908.08729/) (2019)
- [Distributionally Robust Logistic Regression](https://mlsanity.com/paper/1509.09259/) (2015)
- [Regularization via Mass Transportation](https://mlsanity.com/paper/1710.10016/) (2017)
- [Finite-Sample Guarantees for Wasserstein Distributionally Robust Optimization: Breaking the Curse of Dimensionality](https://mlsanity.com/paper/2009.04382/) (2020)
- [Optimal Transport Based Distributionally Robust Optimization: Structural Properties and Iterative Schemes](https://mlsanity.com/paper/1810.02403/) (2018)
- [Wasserstein Distributionally Robust Stochastic Control: A Data-Driven Approach](https://mlsanity.com/paper/1812.09808/) (2018)
- [Statistical Analysis of Wasserstein Distributionally Robust Estimators](https://mlsanity.com/paper/2108.02120/) (2021)
- [Distributionally Robust Mean-Variance Portfolio Selection with Wasserstein Distances](https://mlsanity.com/paper/1802.04885/) (2018)
- [Confidence Regions in Wasserstein Distributionally Robust Estimation](https://mlsanity.com/paper/1906.01614/) (2019)
- [Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator](https://mlsanity.com/paper/1805.07194/) (2018)
- [On Generalization and Regularization via Wasserstein Distributionally Robust Optimization](https://mlsanity.com/paper/2212.05716/) (2022)

## Built on by (most cited first, 1 of 1)

- [Asymptotic Behavior of Adversarial Training Estimator under ℓ_∞-Perturbation](https://mlsanity.com/paper/2401.15262/) (2024)

## Abstract (arXiv)

We propose an adjusted Wasserstein distributionally robust estimator -- based on a nonlinear transformation of the Wasserstein distributionally robust (WDRO) estimator in statistical learning. The classic WDRO estimator is asymptotically biased, while our adjusted WDRO estimator is asymptotically unbiased, resulting in a smaller asymptotic mean squared error. Further, under certain conditions, our proposed adjustment technique provides a general principle to de-bias asymptotically biased estimators. Specifically, we will investigate how the adjusted WDRO estimator is developed in the generalized linear model, including logistic regression, linear regression, and Poisson regression. Numerical experiments demonstrate the favorable practical performance of the adjusted estimator over the classic one.