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Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity

R. Tyrrell Rockafellar, Johannes O. Royset. Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity. SIAM Journal on Optimization, 25(2):1179-1208, 2015. [doi]

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