@article{bayesianquantileandexpectileoptimisation,
  title = {Bayesian Quantile and Expectile Optimisation},
  author = {Victor Picheny and Henry Moss and Léonard Torossian and Nicolas Durrande},
  year = {2020},
  eprint = {2001.04833},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2001.04833v2},
}