arXiv stat.ML
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Bilateral Trade Under Heavy-Tailed Valuations: Minimax Regret with Infinite Variance
arXiv:2603.06851v3 Announce Type: replace Abstract: We study contextual bilateral trade under full feedback when, conditionally on the context, trader valuations have bounded density but infinite variance. We first extend the self-bounding property of Bachoc et al. (ICML 2025) from bounded to real-valued valuations, sh