arXiv Statistics ML

Sharp Non-Asymptotic Analysis of the Penalized Challenger in $\beta$-EB-TCI for Bernoulli Bandits

arXiv Machine Learning
Aug 3

Parameter-Free Heavy-Tailed Bandits

arXiv:2607. 29460v1 Announce Type: new Abstract: Heavy-tailed distributions arise naturally in sequential decision-making problems such as financial investment, online advertising, and network management, where rare but extreme outcomes can dominate performance.

By Gianmarco Genalti, Alberto Maria Metelli