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]
@inproceedings{ThomasL19,
title = {Concentration Inequalities for Conditional Value at Risk},
author = {Philip S. Thomas and Erik G. Learned-Miller},
year = {2019},
url = {http://proceedings.mlr.press/v97/thomas19a.html},
researchr = {https://researchr.org/publication/ThomasL19},
cites = {0},
citedby = {0},
pages = {6225-6233},
booktitle = {Proceedings of the 36th International Conference on Machine Learning, ICML 2019, 9-15 June 2019, Long Beach, California, USA},
editor = {Kamalika Chaudhuri and Ruslan Salakhutdinov},
volume = {97},
series = {Proceedings of Machine Learning Research},
publisher = {PMLR},
}