Viewing profile — romangarnett

Do you not care if your vector space has a basis?

That's a fortunate scenario! If you have good noise estimates available then you can sidestep the need to infer the noise scale and instead simply proceed with "typical" heterosked…

Indeed -- safety in exploration is not a relevant concern in all (or even in most) scenarios. However, in domains such as robotics where certain configurations may have unforeseen …

The book includes an annotated bibliography outlining successes in a wide range of areas spanning science and engineering.

Replying as the author -- I do spend some time discussing hetereoskedastic noise (beginning in §2.2 and intermittedly throughout following chapters), although you're right that I d…

Some research has explicitly considered the question of safety during exploration; see for example https://arxiv.org/pdf/1602.04450.pdf which includes theoretical analysis of the r…