Self-normalized Bernstein Inequalities for Regenerative Processes and Applications to Learning Without Independence

Paper recorded by Signals 4 on 2026-10-21 in cs.LG. Abstract reproduced from arXiv; link to the original below.

Published 2026-10-21 on arXiv · recorded by Signals 4 on 2026-10-22

Category: cs.LG · 机器学习 · first seen 2026-10-22

Abstract

We prove a self-normalized Bernstein inequality for bounded functions of a regenerative process with independent, identically distributed marked cycles of finite mean length. The bound uses observed cycle lengths and retains explicit terms for truncation and the cycle ending after the observation horizon. Selecting a tuning parameter from a finite deterministic collection gives a version of Bernst

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