arXiv Machine Learning By Catherine Chen, Jingyan Shen, Zhun Deng, Lihua Lei

Adversarially Robust Control of Conditional Value-at-Risk via Rockafellar-Uryasev Conformal Inference

Read the original on arXiv Machine Learning →

arXiv:2606. 00320v1 Announce Type: new Abstract: We present an online, distribution-free framework for controlling the Conditional Value-at-Risk (CVaR), extending conformal tail risk control to non-stationary and adversarial environments.

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