Publications associées à Approaches to Conditional Risk

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A first-order primal-dual method with adaptivity to local smoothness

Volkan Cevher, Maria-Luiza Vladarean

We consider the problem of finding a saddle point for the convex-concave objective

\min_x \max_y f(x) + \langle Ax, y\rangle - g^*(y)

, where

f

is a convex function with locally Lipschitz gradient and

g

is convex and possibly non-smooth. We propose an ...

2021

Approaches to Conditional Risk

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The ABCD of topological recursion

Persistence and the Sheaf-Function Correspondence

Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method

Chance-Constrained Trajectory Planning With Multimodal Environmental Uncertainty

Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation

Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures

A Functional Perspective on Information Measures

Stochastic distributed learning with gradient quantization and double-variance reduction

Mean-Covariance Robust Risk Measurement

A first-order primal-dual method with adaptivity to local smoothness

The ABCD of topological recursion

Quantifying uncertain system outputs via the multi-level Monte Carlo method --- distribution and robustness measures

A Functional Perspective on Information Measures

Gradient-based optimisation of the conditional-value-at-risk using the multi-level Monte Carlo method

Stochastic distributed learning with gradient quantization and double-variance reduction

Chance-Constrained Trajectory Planning With Multimodal Environmental Uncertainty

Persistence and the Sheaf-Function Correspondence

Multi-Level Monte Carlo Methods for Uncertainty Quantification and Risk-Averse Optimisation

Mean-Covariance Robust Risk Measurement

A first-order primal-dual method with adaptivity to local smoothness