2 papers
math.OC2026
Euler Cutting Planes for Fractional CVaR Programming
Pranay Seshadri, Hubert Dzieciol, Zhe Feng +1
We maximise expected reward per unit of marginal tail risk, a reward-to-CVaR ratio against a baseline. The standard Dinkelbach route re-solves a Rockafellar--Uryasev LP or QP with…
stat.CO2010
Computational Methods in Bayesian Statistics
Alan Tua, Kristian Zarb Adami
This paper focuses on utilizing two different Bayesian methods to deal with a variety of toy problems which occur in data analysis. In particular we implement the Variational Bayes…