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Weighted Empirical Risk Minimization for Machine Learning under Long-Range Dependence: Exact Pathwise Rates and Learning-Error Geometry

This story is from 2026-09-11. It is preserved in the archive; the latest stories are on the live feed.

arXiv:2609.10767v1 Announce Type: new Abstract: We develop an exact almost-sure learning theory for smooth parametric models trained by regularly weighted empirical risk minimization on long-range dependent data. The training observations are generated from a fixed finite window of a stationary Gau…

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  1. 2026-09-11 04:00 · arXiv stat.ML
    Weighted Empirical Risk Minimization for Machine Learning under Long-Range Dependence: Exact Pathwise Rates and Learning-Error Geometry

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