3 citations · 3 across the 2 of their papers we have counts for
2 papers
stat.ML2020★ 3 cited
Weighted Empirical Risk Minimization: Sample Selection Bias Correction based on Importance Sampling
Robin Vogel, Mastane Achab, Stéphan Clémençon +1
We consider statistical learning problems, when the distribution of the training observations differs from the distribution involved in the risk o…
math.PR2016
Regular variation of a random length sequence of random variables and application to risk assessment
Charles Tillier, Olivier Wintenberger
When assessing risks on a finite-time horizon, the problem can often be reduced to the study of a random sequence of random length , where comes f…