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Event

Gabor Lugosi (UPF and BSE)

Friday, November 12, 2021 15:30to16:30

Title: Estimating the mean of a random vector.

´¡²ú²õ³Ù°ù²¹³¦³Ù:ÌýOne of the most basic problems in statistics is the estimation of the mean of a random vector, based on independent observations. This problem has received renewed attention in the last few years, both from statistical and computational points of view. In this talk, we review some recent results on the statistical performance of mean estimators that allow heavy tails and adversarial contamination in the data. In particular, we are interested in estimators that have a near-optimal error in all directions in which the variance of the one dimensional marginal of the random vector is not too small. The material of this talk is based on a series of joint papers with Shahar Mendelson.

Web site :

Colloque des sciences mathématiques du Québec
Hybride -Places limitées- Salle 5340, pavillon André-Aisenstadt

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