@inproceedings{ICML-2016-AnavaM,
	author        = "Oren Anava and Shie Mannor",
	booktitle     = "{Proceedings of the 33rd International Conference on Machine Learning}",
	ee            = "http://proceedings.mlr.press/v48/anava16.html",
	pages         = "755--763",
	publisher     = "{JMLR.org}",
	title         = "{Heteroscedastic Sequences: Beyond Gaussianity}",
	year          = 2016,
}