Concentration Bounds for Optimized Certainty Equivalent Risk Estimation.

Ayon Ghosh Prashanth L. A.Krishna P. Jagannathan

Published in: CoRR (2024)

Keyphrases

upper bound
lower bound
risk management
decision making
risk measures
lower and upper bounds
upper and lower bounds
parametric models
efficiently computable
empirical risk
tight bounds
high risk
accurate estimation
risk assessment
estimation error
parameter estimation
worst case
bayesian networks
image sequences