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Stanislav MINSKER (University of Southern California) – “Median-of-means estimator and its generalizations”
November 26, 2:00 pm - 3:15 pm
The Statistical Seminar: Every Monday at 2:00 pm.
Time: 2:00 pm – 3:15 pm
Date: 26th of November 2018
Place: Room 3001.
Stanislav MINSKER (University of Southern California) “Median-of-means estimator and its generalizations“
Abstract: New results are presented for the class of estimators obtained via the generalization of the median-of-means (MOM) technique. These results stem from connections between performance of MOM-type estimators and the rates of convergence in normal approximation. We provide tight non-asymptotic deviations guarantees in the form of exponential concentration inequalities, as well as asymptotic results in the form of limit theorems. Finally, we will discuss multivariate extensions.
Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM