61 citations · 61 across the 2 of their papers we have counts for
2 papers
econ.EM2025
Concentration Inequalities for Suprema of Empirical Processes with Dependent Data via Generic Chaining with Applications to Statistical Learning
Chiara Amorino, Christian Brownlees, Ankita Ghosh
This paper develops a general concentration inequality for the suprema of empirical processes with dependent data. The concentration inequality is obtained by combining generic cha…
stat.ME2014★ 61 cited
Empirical risk minimization for heavy-tailed losses
Christian Brownlees, Emilien Joly, Gábor Lugosi
The purpose of this paper is to discuss empirical risk minimization when the losses are not necessarily bounded and may have a distribution with heavy tails. In such situations, us…