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From low probability to high confidence in stochastic convex optimization - MaRDI portal

From low probability to high confidence in stochastic convex optimization

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Publication:6322931

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arXiv1907.13307MaRDI QIDQ6322931

Lin Xiao, Junyu Zhang, Damek Shea Davis, Dmitriy Drusvyatskiy

Publication date: 31 July 2019

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Problem solving in the context of artificial intelligence (heuristics, search strategies, etc.) (68T20) Risk models (general) (91B05)

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