Before revision:  Our results apply to both the widely-used Kullback-Leibler (KL) divergence which requires the distribution of the objective function to be exponentially bounded, as well as those more general divergence measures which allow heavy tail ones such as student t and lognormal distributions .
After revision:  Besides the widely-used Kullback-Leibler (KL) divergence which requires the distribution of the objective function to be exponentially bounded, as well as those more general divergence measures which allow heavy tail ones such as student t and lognormal distributions .