most citedEmpirical risk minimization for heavy-tailed losses

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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…