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