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stat.ML2026
A Generalized McDiarmid Inequality: Sample Reuse and Non-Uniform Unbounded Differences
Jeremiah Birrell
We develop a novel generalization of McDiarmid's concentration inequality and use it to obtain a uniform law of large numbers result and error bounds on stochastic optimization pro…
stat.ML2026
Statistical Guarantees for Distributionally Robust Optimization with Optimal Transport and OT-Regularized Divergences
Jeremiah Birrell, Xiaoxi Shen
We study finite-sample statistical performance guarantees for distributionally robust optimization (DRO) with optimal transport (OT) and OT-regularized divergence model neighborhoo…