Robust and Heavy-Tailed Mean Estimation Made
Simple, via Regret Minimization
Samuel B. Hopkins Jerry Li Fred Zhang
Abstract
We study the problem of estimating the mean of a distribution in high dimen-
sions when either the samples are adversarially corrupted or the distribution is
heavy-tailed. Recent developments have established efficient and (near) optimal
procedures for both settings. However, the algorithm ...


雷达卡



京公网安备 11010802022788号







