@inproceedings{variancebasedregularizationwithconvex,
  title = {Variance-based regularization with convex objectives},
  author = {John Duchi and Hongseok Namkoong},
  year = {2016},
  booktitle = {NeurIPS 2017 12},
  eprint = {1610.02581},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1610.02581v3},
}