@article{JMLR:v21:19-585,
  author  = {Chinot Geoffrey and Lecué Guillaume and Lerasle Matthieu},
  title   = {Robust high dimensional learning for Lipschitz and convex losses},
  journal = {Journal of Machine Learning Research},
  year    = {2020},
  volume  = {21},
  number  = {233},
  pages   = {1--47},
  url     = {http://jmlr.org/papers/v21/19-585.html}
}