Exact Bayes Regret and Asymptotic Optimality in High-Dimensional Gaussian Bandits
arXiv:2609.28718v1 Announce Type: new Abstract: We study Bayesian linear bandits with an isotropic Gaussian parameter, independent Gaussian candidate arms, and Gaussian reward noise when the horizon is proportional to the dimension. The normalized posterior uncertainty has an explicit limit that is…
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- 2026-09-25 04:00 · arXiv stat.ML
Exact Bayes Regret and Asymptotic Optimality in High-Dimensional Gaussian Bandits