$ mathcal{X}$-Armed Bandits: Optimizing Quantiles, CVaR and Other Risks. - Léonard Torossian; Aurélien Garivier; Victor Picheny (ACML, 2019)

X-Armed Bandits: Optimizing Quantiles and Other Risks. - Léonard Torossian; Aurélien Garivier; Victor Picheny (CoRR, 2019)

Bayesian Quantile and Expectile Optimisation. - Léonard Torossian; Victor Picheny; Nicolas Durrande (CoRR, 2020)

A review on quantile regression for stochastic computer experiments. - Léonard Torossian; Victor Picheny; Robert Faivre; Aurélien Garivier (Reliab. Eng. Syst. Saf., 2020)