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Why is ATS differentiable? #5

@kaikai23

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@kaikai23

Hi, may I ask why is the ATS differentiable?

In my understanding, because the CDF function (equation (4) in the paper) is piecewise constant, the inverse of CDF (equation (5) in the paper) is also piecewise constant and thus is not differentiable. Did I miss something?

Thank you in advance!

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