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Robust multivariate mean estimation: The optimality of trimmed mean
Annals of Statistics ( IF 3.2 ) Pub Date : 2021-01-29 , DOI: 10.1214/20-aos1961 Gábor Lugosi , Shahar Mendelson
Annals of Statistics ( IF 3.2 ) Pub Date : 2021-01-29 , DOI: 10.1214/20-aos1961 Gábor Lugosi , Shahar Mendelson
We consider the problem of estimating the mean of a random vector based on i.i.d. observations and adversarial contamination. We introduce a multivariate extension of the trimmed-mean estimator and show its optimal performance under minimal conditions.
中文翻译:
稳健的多元均值估计:修正均值的最优性
我们考虑基于iid观察和对抗污染来估计随机向量的均值的问题。我们引入了均值估计量的多元扩展,并显示了在最小条件下的最佳性能。
更新日期:2021-01-29
中文翻译:
稳健的多元均值估计:修正均值的最优性
我们考虑基于iid观察和对抗污染来估计随机向量的均值的问题。我们引入了均值估计量的多元扩展,并显示了在最小条件下的最佳性能。