Efficient median of means estimator
Statistics Theory
2023-05-31 v1 Machine Learning
Statistics Theory
Abstract
The goal of this note is to present a modification of the popular median of means estimator that achieves sub-Gaussian deviation bounds with nearly optimal constants under minimal assumptions on the underlying distribution. We build on a recent work on the topic by the author, and prove that desired guarantees can be attained under weaker requirements.
Cite
@article{arxiv.2305.18681,
title = {Efficient median of means estimator},
author = {Stanislav Minsker},
journal= {arXiv preprint arXiv:2305.18681},
year = {2023}
}