A Distribution Optimization Framework for Confidence Bounds of Risk Measures

Hao Liang, Zhi-Quan Luo. A Distribution Optimization Framework for Confidence Bounds of Risk Measures. In Andreas Krause 0001, Emma Brunskill, KyungHyun Cho, Barbara Engelhardt, Sivan Sabato, Jonathan Scarlett, editors, International Conference on Machine Learning, ICML 2023, 23-29 July 2023, Honolulu, Hawaii, USA. Volume 202 of Proceedings of Machine Learning Research, pages 20677-20705, PMLR, 2023. [doi]

Abstract

Abstract is missing.