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Sub-Gaussian mean estimators

About

We discuss the possibilities and limitations of estimating the mean of a real-valued random variable from independent and identically distributed observations from a non-asymptotic point of view. In particular, we define estimators with a sub-Gaussian behavior even for certain heavy-tailed distributions. We also prove various impossibility results for mean estimators.

Luc Devroye, Matthieu Lerasle, Gabor Lugosi, Roberto I. Oliveira• 2015

Related benchmarks

TaskDatasetResultRank
Robust Covariance EstimationNon-elliptical Laplace coordinates ε = 0.0
Covariance Error0.353
7
Covariance EstimationElliptical Gaussian (ε = 0.0) (synthetic)
Covariance Error0.374
7
Robust Covariance EstimationNon-elliptical signed log-normal (sigma = 0.5) epsilon = 0.0
Covariance Error33.3
7
Robust Covariance EstimationElliptical Student-t df=8 epsilon = 0.0
CovErr0.419
7
Covariance EstimationElliptical Student-t df=8 contamination level ε = 0.05
Covariance Error9.27
7
Covariance EstimationElliptical Gaussian contamination level ε = 0.05
CovErr8.07
7
Covariance EstimationNon-elliptical signed log-normal (σ = 0.5) with contamination level ε = 0.1 (test)
Covariance Error15.3
7
Robust Covariance EstimationNon-elliptical Laplace coordinates contamination level ε = 0.1
Covariance Error1.45e+3
7
Robust Covariance EstimationElliptical Gaussian ε = 0.1
Covariance Error16.5
7
Robust Covariance EstimationElliptical Student-t contamination level ε = 0.1 df=8
Covariance Error16.4
7
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