@inproceedings{NEURIPS2022_349956de, author = {Zhang, Jiujia and Cutkosky, Ashok}, booktitle = {Advances in Neural Information Processing Systems}, editor = {S. Koyejo and S. Mohamed and A. Agarwal and D. Belgrave and K. Cho and A. Oh}, pages = {8000--8012}, publisher = {Curran Associates, Inc.}, title = {Parameter-free Regret in High Probability with Heavy Tails}, url = {https://proceedings.neurips.cc/paper_files/paper/2022/file/349956dee974cfdcbbb2d06afad5dd4a-Paper-Conference.pdf}, volume = {35}, year = {2022} }