{"paper":{"title":"Adversarially Robust Control of Conditional Value-at-Risk via Rockafellar-Uryasev Conformal Inference","license":"http://creativecommons.org/licenses/by/4.0/","headline":"","cross_cats":[],"primary_cat":"cs.LG","authors_text":"Catherine Chen, Jingyan Shen, Lihua Lei, Zhun Deng","submitted_at":"2026-05-29T19:52:36Z","abstract_excerpt":"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. Unlike classical risk control methods, which rely on stationarity or linearity of expectation, our approach provides provable safety guarantees for a nonlinear tail risk functional under arbitrary data-generating processes that may drift or shift strategically over time. By leveraging deep connections between conformal tail risk control, online learning, and the variational representation of CVaR introduced"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2606.00320","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2606.00320/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}