Pages that link to "Item:Q1731055"

The following pages link to Sub-Gaussian estimators of the mean of a random vector (Q1731055):

Displaying 32 items.

• Nearly optimal robust mean estimation via empirical characteristic function (Q2040110) (← links)
• Robust \(k\)-means clustering for distributions with two moments (Q2054489) (← links)
• K-bMOM: A robust Lloyd-type clustering algorithm based on bootstrap median-of-means (Q2072412) (← links)
• On Monte-Carlo methods in convex stochastic optimization (Q2083277) (← links)
• Distribution-free robust linear regression (Q2113267) (← links)
• Robust sub-Gaussian estimation of a mean vector in nearly linear time (Q2119240) (← links)
• Concentration study of M-estimators using the influence function (Q2154967) (← links)
• Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms (Q2159256) (← links)
• Robust statistical learning with Lipschitz and convex loss functions (Q2174664) (← links)
• Graph-based estimators for paired comparison data (Q2189094) (← links)
• Confidence regions and minimax rates in outlier-robust estimation on the probability simplex (Q2192314) (← links)
• Mean estimation with sub-Gaussian rates in polynomial time (Q2196216) (← links)
• Robust inference via multiplier bootstrap (Q2196240) (← links)
• Robust classification via MOM minimization (Q2203337) (← links)
• ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels (Q2209821) (← links)
• Distributed statistical estimation and rates of convergence in normal approximation (Q2283576) (← links)
• Algorithms of robust stochastic optimization based on mirror descent method (Q2289049) (← links)
• User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
• Convergence rates of least squares regression estimators with heavy-tailed errors (Q2313287) (← links)
• Mean estimation and regression under heavy-tailed distributions: A survey (Q2329044) (← links)
• Near-optimal mean estimators with respect to general norms (Q2334371) (← links)
• Regularization, sparse recovery, and median-of-means tournaments (Q2419670) (← links)
• Robust multivariate mean estimation: the optimality of trimmed mean (Q2656601) (← links)
• A New Principle for Tuning-Free Huber Regression (Q5037807) (← links)
• Optimal estimation of high-dimensional Gaussian location mixtures (Q6046303) (← links)
• A robust estimator of the proportional hazard transform for massive data (Q6075443) (← links)
• Topics in robust statistical learning (Q6124899) (← links)
• Robustifying Markowitz (Q6150519) (← links)
• Robust supervised learning with coordinate gradient descent (Q6172182) (← links)
• On robustness and local differential privacy (Q6172196) (← links)
• Dimension-free bounds for sums of independent matrices and simple tensors via the variational principle (Q6186442) (← links)
• Mean estimation in high dimension (Q6200221) (← links)