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    • Worst-case large deviations upper bounds for i.i.d. sequences under ambiguity 

      Pınar, M. Ç. (Scientific and Technical Research Council of Turkey - TUBITAK,Turkiye Bilimsel ve Teknik Arastirma Kurumu, 2018-01-22)
      An introductory study of large deviations upper bounds from a worst-case perspective under parameter uncertainty (referred to as ambiguity) of the underlying distributions is given. Borrowing ideas from robust optimization, ...