Superquantiles at work: machine learning applications and efficient subgradient computation
From MaRDI portal
Publication:2070410
DOI10.1007/s11228-021-00609-wOpenAlexW4200599600MaRDI QIDQ2070410
Krishna Pillutla, Zaid Harchaoui, Yassine Laguel, Jérôme Malick
Publication date: 24 January 2022
Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.00508
Actuarial science and mathematical finance (91Gxx) Operator theory (47-XX) Ordinary differential equations (34-XX) Nonparametric inference (62Gxx) Operations research, mathematical programming (90-XX)
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