Mean Estimation in High Dimension

Mean Estimation in High Dimension

International Mathematical Union via YouTube Direct link

Intro

1 of 18

1 of 18

Intro

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Mean Estimation in High Dimension

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  1. 1 Intro
  2. 2 estimating the mean
  3. 3 distributions with a second moment
  4. 4 confidence bounds
  5. 5 sub-Gaussian bounds
  6. 6 empirical mean-heavy tails
  7. 7 bibliographic remarks
  8. 8 multivariate distributions
  9. 9 sub-gaussian mean estimators
  10. 10 high-dimensional median of means
  11. 11 multivariate median of means
  12. 12 median-of-means tournament
  13. 13 sub-gaussian estimate
  14. 14 multivariate trimmed means
  15. 15 general norms
  16. 16 direction-dependent accuracy - Gaussian case To obtain guidance, we inspect the enpirical meat for Gaussian
  17. 17 direction-dependent accuracy - main result
  18. 18 questions

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