Philip S. Thomas, Erik G. Learned-Miller. Concentration Inequalities for Conditional Value at Risk. In Kamalika Chaudhuri, Ruslan Salakhutdinov, editors, Proceedings of the 36th International Conference on Machine Learning, ICML 2019, 9-15 June 2019, Long Beach, California, USA. Volume 97 of Proceedings of Machine Learning Research, pages 6225-6233, PMLR, 2019. [doi]
Abstract is missing.