Deterministic computation of quantiles in a Lipschitz framework

Yurun Gu, Clément Rey

In this article, we focus on computing the quantiles of a random variable $f(X)$, where $X$ is a $[0,1{]}^d$-valued random variable, $d\in {\mathbb{N}}^{\ast }$, and $f:[0,1]^d\to \mat…