Distributionally Optimistic Optimization Approach to Nonparametric Likelihood Approximation

This folder contains the source code for the implementation and all the experiments in the paper.

Dependencies

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To use the code use python3.7 and install the required packages in the requirement.txt file,

pip install -r requirements.txt

Reference

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V. A. Nguyen, S. Shafieezadeh-Abadeh, M.-C. Yue, D. Kuhn, W. Wiesemann. Distributionally Optimistic Optimization Approach to Nonparametric Likelihood Approximation. In Advances in Neural Information Processing Systems (NeurIPS), Vancouver, 2019.