首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Representation of quasi‐monotone functionals by families of separating hyperplanes
Abstract:We characterize when the level sets of a continuous quasi‐monotone functional defined on a suitable convex subset of a normed space can be uniquely represented by a family of bounded continuous functionals. Furthermore, we investigate how regularly these functionals depend on the parameterizing level. Finally, we show how this question relates to the recent problem of property elicitation that simultaneously attracted interest in machine learning, statistical evaluation of forecasts, and finance.
Keywords:Quasi‐monotone functions  Hahn–  Banach theorems  risk minimization in machine learning  risk measures in finance  elicitation of properties  46A22  26B25  46N10  46N30  91B30
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号