A Proofs of Theoretical Results Proposition 3.1. Both ˆ L and ˆ L

Notably, the log likelihood is not concave w.r.t. the joint pair The heavy lifting for this result has largely been achieved by Propositions 3.1 and 3.2, which The proof of this result can be found in Lemma 3.8 of Osband et al. The following Lemma will be useful in order to prove Proposition 3.5. We express the minimization problem as follows. It is then straightforward to extend this result to the noisy setting. Results are averaged over 5 runs. We consider 3 model selection settings in which to evaluate the practical performance of our estimators.