New Sample Complexity Bounds for Sample Average Approximation in Heavy-Tailed Stochastic Programming. - Hongcheng Liu; Jindong Tong (ICML, 2024)

New Sample Complexity Bounds for (Regularized) Sample Average Approximation in Several Heavy-Tailed, Non-Lipschitzian, and High-Dimensional Cases. - Hongcheng Liu; Jindong Tong (CoRR, 2024)