Superquantiles at Work: Machine Learning Applications and Efficient Subgradient Computation
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Publication:6387356
DOI10.1007/s11228-021-00609-warXiv2201.00508MaRDI QIDQ6387356
Krishna Pillutla, Jérôme Malick, Zaid Harchaoui, Yassine Laguel
Publication date: 3 January 2022
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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