Optimizing Expected Shortfall under an ℓ1 Constraint - An Analytic Approach.

Gábor Papp Imre Kondor Fabio Caccioli

Published in: Entropy (2021)

Keyphrases

databases
real world
image segmentation
search algorithm
search space
hidden markov models
upper bound
constraint satisfaction
global constraints
linear constraints
consistency constraints
constraint solving