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Empirical concentration for chains with infinite memory

arXiv:2610.32265v1 Announce Type: new Abstract: Concentration inequalities for time series usually involve unknown quantities measuring dependence. This prevents their direct use as confidence bounds, or as criteria for learning algorithms. Recent works proved empirical concentration inequalities f…

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  1. 2026-10-26 04:00 · arXiv stat.ML
    Empirical concentration for chains with infinite memory

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