Robuta

https://joseblanchet.com/publication/fluid-heuristics-lyapunov-bounds-and-efficient-importance-sampling-for-a-heavy-tailed-g-g-1-queue/
importance samplingfluidheuristicslyapunovbounds
https://openreview.net/forum?id=qxrwt6F3sf&referrer=%5Bthe%20profile%20of%20Maxime%20Haddouche%5D(%2Fprofile%3Fid%3D~Maxime_Haddouche1)
While PAC-Bayes is now an established learning framework for light-tailed losses (\emph{e.g.}, subgaussian or subexponential), its extension to the case of...
heavy tailedpacbayesgeneralisationbounds