The following pages link to Algo Carè (Q2070024):
Displaying 14 items.
- A theory of the risk for empirical CVaR with application to portfolio selection (Q2070025) (← links)
- Bayesian frequentist bounds for machine learning and system identification (Q2097759) (← links)
- A simple condition for the boundedness of sign-perturbed-sums (SPS) confidence regions (Q2116634) (← links)
- Facing undermodelling in sign-perturbed-sums system identification (Q2242890) (← links)
- On a class of interval predictor models with universal reliability (Q2280963) (← links)
- The wait-and-judge scenario approach applied to antenna array design (Q2320467) (← links)
- Deterministic continuous-time virtual reference feedback tuning (VRFT) with application to PID design (Q2327369) (← links)
- Random Convex Programs with $L_1$-Regularization: Sparsity and Generalization (Q2873845) (← links)
- FAST—Fast Algorithm for the Scenario Technique (Q2935307) (← links)
- Scenario Min-Max Optimization and the Risk of Empirical Costs (Q3449574) (← links)
- A Coverage Theory for Least Squares (Q4603789) (← links)
- ACCRUE: ACCURATE AND RELIABLE UNCERTAINTY ESTIMATE IN DETERMINISTIC MODELS (Q5052451) (← links)
- State Conditional Filtering (Q5092252) (← links)
- Complexity Is an Effective Observable to Tune Early Stopping in Scenario Optimization (Q6092998) (← links)
