Rennes Statistics Seminar Time: 2:00 pm Date: 29th of January 2021 Place: ENSAI-Campus de Ker Lann-35172 Bruz-France Roberto Oliveira IMPA (Brésil) - "Sample average approximation with heavier tails" Abstract: Consider an "ideal" optimization problem where constraints and objective function are defined in terms of expectations over some distribution P. The sample average approximation (SAA) -- […]