Extend the certificate to general sub-Gaussian noise
Extend the data-driven aggregation-bias certificate, which currently relies on exact Gaussian noise deconvolution, to settings with general sub-Gaussian observation noise.
References
Extending the argument to general sub-Gaussian noise is left to future work.
— Canopy: Exploiting Piecewise Smooth Tree Priors for Multi-Fidelity Bandits
(2609.30017 - Jerge et al., 24 Sep 2026) in Appendix A, subsection “Setup and Assumptions”