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DTSTART:20180325T010000
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DTSTART:20181028T010000
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DTSTART;TZID=Europe/Paris:20181126T140000
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SUMMARY:Stanislav MINSKER (University of Southern California) - "Median-of-means estimator and its generalizations"
DESCRIPTION:\nThe Statistical Seminar: Every Monday at 2:00 pm.\nTime: 2:00 pm – 3:15 pm\nDate: 26th of November 2018\nPlace: Room 3001.\nStanislav MINSKER (University of Southern California) “Median-of-means estimator and its generalizations“ \nAbstract: 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. \nOrganizers:\nCristina BUTUCEA\, Alexandre TSYBAKOV\, Julie JOSSE\, Eric MOULINES\, Mathieu ROSENBAUM\nSponsors:\nCREST-CMAP\n \n\n
URL:https://crest.science/event/jamal-najim-cnrs-upem-tba-2-2-3-5-2-2-2-2-2-2-2/
CATEGORIES:Statistics
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