Figure 2:

Illustration of output from our empirical MCR computational procedure – Our computation procedure produces a closed-form, convex envelope that contains $\mathcal{F}$ (shown above as the solid, purple line), which bounds empirical MCR for any value of ϵ (see Eq 2.4). The procedure works sequentially, tightening these bounds as much as possible near the ϵ value of interest (Section 6). The results from our data analysis (Figure 8) are presented in the same format as the above purple envelope.