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]

@inproceedings{LiangL23-9,
  title = {A Distribution Optimization Framework for Confidence Bounds of Risk Measures},
  author = {Hao Liang and Zhi-Quan Luo},
  year = {2023},
  url = {https://proceedings.mlr.press/v202/liang23c.html},
  researchr = {https://researchr.org/publication/LiangL23-9},
  cites = {0},
  citedby = {0},
  pages = {20677-20705},
  booktitle = {International Conference on Machine Learning, ICML 2023, 23-29 July 2023, Honolulu, Hawaii, USA},
  editor = {Andreas Krause 0001 and Emma Brunskill and KyungHyun Cho and Barbara Engelhardt and Sivan Sabato and Jonathan Scarlett},
  volume = {202},
  series = {Proceedings of Machine Learning Research},
  publisher = {PMLR},
}