Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms
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Publication:2159256
DOI10.1007/S00440-022-01127-YOpenAlexW3126415190MaRDI QIDQ2159256FDOQ2159256
Guillaume Lecué, Jules Depersin
Publication date: 28 July 2022
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2102.00995
entropyrobustnesslocation parameterFenchel-Legendre transformheavy-tailed datamedian-of-meansGaussian mean widths
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Cited In (5)
- Gaussian differentially private robust mean estimation and inference
- Covariance estimation under missing observations and \(L_4 - L_2\) moment equivalence
- Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms
- Mini-workshop: Mathematical foundations of robust and generalizable learning. Abstracts from the mini-workshop held October 2--8, 2022
- Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails
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