Concentration bounds for empirical conditional value-at-risk: The unbounded case

6 August 2018

Sanjay P. Bhat

Papers citing "Concentration bounds for empirical conditional value-at-risk: The unbounded case"

23 / 23 papers shown

Order Optimal Regret Bounds for Sharpe Ratio Optimization under Thompson Sampling

Mohammad Taha Shah

Sabrina Khurshid

Gourab Ghatak

115

19 Aug 2025

Conformal Predictions under Markovian Data

Frédéric Zheng

Alexandre Proutiere

247

21 Jul 2024

Risk Estimation in a Markov Cost Process: Lower and Upper BoundsInternational Conference on Machine Learning (ICML), 2023

Gugan Thoppe

A. PrashanthL.

Sanjay Bhat

125

17 Oct 2023

Guarantees on Robot System Performance Using Stochastic Simulation RolloutsIEEE Transactions on robotics (TRO), 2023

Joseph A. Vincent

Aaron O. Feldman

Mac Schwager

370

19 Sep 2023

A Distribution Optimization Framework for Confidence Bounds of Risk MeasuresInternational Conference on Machine Learning (ICML), 2023

Hao Liang

Zhimin Luo

248

12 Jun 2023

Distribution-Free Model-Agnostic Regression Calibration via Nonparametric MethodsNeural Information Processing Systems (NeurIPS), 2023

Shang Liu

Zhongze Cai

Xiaocheng Li

247

20 May 2023

Constrained Pure Exploration Multi-Armed Bandits with a Fixed Budget

Fathima Zarin Faizal

Jayakrishnan Nair

142

27 Nov 2022

A Survey of Risk-Aware Multi-Armed BanditsInternational Joint Conference on Artificial Intelligence (IJCAI), 2022

Vincent Y. F. Tan

Prashanth L.A.

Krishna Jagannathan

239

12 May 2022

Unsupervised Reinforcement Learning in Multiple Environments

213

16 Dec 2021

Risk averse non-stationary multi-armed bandits

Leo Benac

Frédéric Godin

193

28 Sep 2021

SENTINEL: Taming Uncertainty with Ensemble-based Distributional Reinforcement LearningConference on Uncertainty in Artificial Intelligence (UAI), 2021

Hannes Eriksson

D. Basu

Mina Alibeigi

Christos Dimitrakakis

OffRL

230

22 Feb 2021

RMIX: Learning Risk-Sensitive Policies for Cooperative Reinforcement Learning AgentsNeural Information Processing Systems (NeurIPS), 2021

203

16 Feb 2021

Quantile Bandits for Best Arms Identification

Mengyan Zhang

Cheng Soon Ong

271

22 Oct 2020

Adaptive Risk Sensitive Model Predictive Control with Stochastic Search

Evangelos A. Theodorou

366

02 Sep 2020

Statistically Robust, Risk-Averse Best Arm Identification in Multi-Armed BanditsIEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2020

Anmol Kagrecha

Jayakrishnan Nair

Krishna Jagannathan

325

28 Aug 2020

PAC-Bayesian Bound for the Conditional Value at Risk

Zakaria Mhammedi

Benjamin Guedj

Robert C. Williamson

215

26 Jun 2020

Quantile Multi-Armed Bandits: Optimal Best-Arm Identification and a Differentially Private SchemeIEEE Journal on Selected Areas in Information Theory (JSAIT), 2020

Konstantinos E. Nikolakakis

Dionysios S. Kalogerias

Or Sheffet

Anand D. Sarwate

288

11 Jun 2020

Learning with CVaR-based feedback under potentially heavy tails

Matthew J. Holland

El Mehdi Haress

213

03 Jun 2020

Improving Robustness via Risk Averse Distributional Reinforcement LearningConference on Learning for Dynamics & Control (L4DC), 2020

Rahul Singh

Qinsheng Zhang

Yongxin Chen

OOD

151

01 May 2020

Estimation of Spectral Risk MeasuresAAAI Conference on Artificial Intelligence (AAAI), 2019

A. Pandey

Prashanth L.A.

S. Bhat

189

22 Dec 2019

Distribution oblivious, risk-aware algorithms for multi-armed bandits with unbounded rewardsNeural Information Processing Systems (NeurIPS), 2019

Anmol Kagrecha

Jayakrishnan Nair

Krishna Jagannathan

163

03 Jun 2019

A Wasserstein distance approach for concentration of empirical risk estimatesJournal of machine learning research (JMLR), 2019

A. PrashanthL.

S. Bhat

160

27 Feb 2019

Concentration bounds for CVaR estimation: The cases of light-tailed and heavy-tailed distributions

A. PrashanthL.

Krishna Jagannathan

R. Kolla

157

04 Jan 2019