Mean Estimation and Regression Under Heavy-Tailed Distributions: A Survey

We survey some of the recent advances in mean estimation and regression function estimation. In particular, we describe sub-Gaussian mean estimators for possibly heavy-tailed data in both the univariate and multivariate settings. We focus on estimators based on median-of-means techniques, but other...

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Vydané v:	Foundations of computational mathematics Ročník 19; číslo 5; s. 1145 - 1190
Hlavní autori:	Lugosi, Gábor, Mendelson, Shahar
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	New York Springer US 01.10.2019 Springer Nature B.V
Predmet:	Applications of Mathematics Computer Science Economics Estimators Linear and Multilinear Algebras Math Applications in Computer Science Mathematics Mathematics and Statistics Matrix Theory Numerical Analysis Regression Statistical analysis 62G05 Statistical learning Regression function estimation Robustness Mean estimation 62G35 Heavy-tailed distributions 62G15
ISSN:	1615-3375, 1615-3383
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