Efficient median of means estimator

05/30/2023

∙

by   Stanislav Minsker, et al.

∙

0

∙

share

The goal of this note is to present a modification of the popular median of means estimator that achieves sub-Gaussian deviation bounds with nearly optimal constants under minimal assumptions on the underlying distribution. We build on a recent work on the topic by the author, and prove that desired guarantees can be attained under weaker requirements.