Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk.
R. Terry RockafellarJohannes O. RoysetS. I. MirandaPublished in: Eur. J. Oper. Res. (2014)
Keyphrases
- regression problems
- linear regression
- genetic programming
- cross validation
- regression function
- locally weighted
- feature selection
- model selection
- conditional probabilities
- inherent uncertainty
- highly reliable
- logistic regression
- uncertain information
- uncertain data
- polynomial regression
- expected utility
- database
- belief functions
- kernel methods
- probabilistic model
- expert systems
- training data
- case study
- learning algorithm