Gabor Lugosi (UPF and BSE)
COLLOQUE DES SCIENCES MATHÉMATIQUES DU QUÉBEC
TITLE: Estimating the mean of a random vector
ABSTRACT :
One 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.
This conference will be held in hybrid mode with a limited number of 21 participants on site. To reserve your place by first come, first serve, please use the link below
ON-SITE : CRM - Pavillon André Aisenstadt: Salle/ Room 5340
Le passeport vaccinal et une pièce d’identité seront exigés/ Vaccination passport and ID will be required
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ZOOM :
ID de réunion : 939 8331 3215
Code secret : 096952