CONVERGED-VI EXPSQUARED LOSSES DISTRIBUTION:
#percentiles=[1, 5, 10, 20, 30, 40, 50, 60, 70, 80, 90, 95, 99] => 
#loss_threshold_values=0.0002, 0.0047, 0.0187, 0.0742, 0.1651, 0.2884, 0.4372, 0.5997, 0.7583, 0.8908, 0.9753, 0.9949, 0.9999


