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Exponential inequalities for nonstationary Markov Chains., , and . CoRR, (2018)Sparse single-index model., and . J. Mach. Learn. Res., 14 (1): 243-280 (2013)High-dimensional VAR with low-rank transition., , , and . Stat. Comput., 30 (4): 1139-1153 (2020)User-friendly Introduction to PAC-Bayes Bounds.. Found. Trends Mach. Learn., 17 (2): 174-303 (2024)User-friendly introduction to PAC-Bayes bounds.. CoRR, (2021)An Algorithm for Iterative Selection of Blocks of Features.. ALT, volume 6331 of Lecture Notes in Computer Science, page 35-49. Springer, (2010)Prediction of Quantiles by Statistical Learning and Application to GDP Forecasting., and . Discovery Science, volume 7569 of Lecture Notes in Computer Science, page 22-36. Springer, (2012)Regret Bounds for Lifelong Learning., , and . CoRR, (2016)A Generalization Bound for Online Variational Inference., , and . ACML, volume 101 of Proceedings of Machine Learning Research, page 662-677. PMLR, (2019)Simpler PAC-Bayesian bounds for hostile data., and . Mach. Learn., 107 (5): 887-902 (2018)