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Found 5 papers, 0 papers with code
Mixture Density Networks for Classification with an Application to Product Bundling
The Gaussian mixture representation of the learnt WTP distributions is then exploited to obtain the WTP distribution of the bundle consisting of both the products.
Optimization of utility-based shortfall risk: A non-asymptotic viewpoint
In the context of UBSR estimation, we derive a non-asymptotic bound on the mean-squared error of the classical sample average approximation (SAA) of UBSR.
Estimation of Spectral Risk Measures
We consider the problem of estimating a spectral risk measure (SRM) from i. i. d.
A Wasserstein distance approach for concentration of empirical risk estimates
Previous concentration bounds are available only for specific risk measures such as CVaR and CPT-value.
Concentration bounds for empirical conditional value-at-risk: The unbounded case
In several real-world applications involving decision making under uncertainty, the traditional expected value objective may not be suitable, as it may be necessary to control losses in the case of a rare but extreme event.
