Publications

Published papers:

L.Torossian, V. Picheny, R. Faivre, A. Garivier, "A Review on Quantile Regression for Stochastic Computer Experiments" (Reliability Engineering & System Safety)

L.Torossian, A. Garivier, V. Picheny, "X-Armed Bandits: Optimizing Quantiles, CVaR and Other Risks" (ACML 2019)

ArXiv preprint:

L.Torossian, V. Picheny, N. Durrande "Bayesian Quantile and Expectile Optimization"

Ph.D. thesis:

Machine Learning Algorithms for Regression and Optimization of Risk Measures