AI Chat AI Image Generator AI Video Text to Speech

Robust multivariate mean estimation: the optimality of trimmed mean

07/26/2019

∙

by Gábor Lugosi, et al.

∙

∙

We consider the problem of estimating the mean of a random vector based on i.i.d. observations and adversarial contamination. We introduce a multivariate extension of the trimmed-mean estimator and show its optimal performance under minimal conditions.

Gábor Lugosi
31 publications
Shahar Mendelson
28 publications

page 1

page 2

page 3

page 4

research

∙ 02/01/2017

Sub-Gaussian estimators of the mean of a random vector

We study the problem of estimating the mean of a random vector X given a...

0 Gábor Lugosi, et al. ∙

research

∙ 07/06/2019

Estimating location parameters in entangled single-sample distributions

We consider the problem of estimating the common mean of independently s...

0 Ankit Pensia, et al. ∙

research

∙ 04/05/2020

Nearly Optimal Robust Mean Estimation via Empirical Characteristic Function

We propose an estimator for the mean of random variables in separable re...

0 Sohail Bahmani, et al. ∙

research

∙ 10/30/2017

Models with varying structure

In this paper the problems of the retrospective analysis of models with ...

0 Boris Brodsky, et al. ∙

research

∙ 10/22/2020

Multivariate mean estimation with direction-dependent accuracy

We consider the problem of estimating the mean of a random vector based ...

0 Gábor Lugosi, et al. ∙

research

∙ 12/02/2021

Time-Series Estimation from Randomly Time-Warped Observations

We consider the problem of estimating a signal from its warped observati...

0 Ilker Bayram, et al. ∙

research

∙ 08/21/2022

Bayesian Estimation for the Multivariate Hypergeometric Distribution Incorporating Information from Aggregated Observations

In this short note, we consider the problem of estimating multivariate h...

0 Yasuyuki Hamura, et al. ∙