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.

Organizers:
Cristina BUTUCEA, Alexandre TSYBAKOV, Julie JOSSE, Eric MOULINES, Mathieu ROSENBAUM
Sponsors:
CREST-CMAP