Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso

DOI10.1007/s10107-023-01940-wzbMath1517.90090arXiv1711.04734MaRDI QIDQ6038638

No author found.

Publication date: 2 May 2023

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.04734

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

90C31: Sensitivity, stability, parametric optimization

90C15: Stochastic programming

60F10: Large deviations