Tight tail probability bounds for distribution-free decision making.
Ernst RoosRuud BrekelmansWouter van EekelenDick den HertogJohan S. H. van LeeuwaardenPublished in: Eur. J. Oper. Res. (2022)
Keyphrases
- distribution free
- large deviations
- decision making
- heavy tailed
- pac bayesian
- upper bound
- vc dimension
- lower bound
- normal distribution
- concept class
- state dependent
- sample complexity
- worst case
- queueing systems
- probability distribution
- supply chain
- queue length
- pac learning
- importance sampling
- concept classes
- generalization bounds
- generalized gaussian