Heavy-tailed linear bandit with Huber regression.

Minhyun Kang Gi-Soo Kim

Published in: UAI (2023)

Keyphrases

heavy tailed
prior distribution
generalized gaussian
regression model
heavy tails
bayesian networks
model selection
similarity measure
probabilistic model
closed form
maximum a posteriori
linear regression
bayesian inference
gaussian processes
prior knowledge
multiresolution
support vector