Collaborative Mean Estimation Among Heterogeneous Strategic Agents: Individual Rationality, Fairness, and Truthful Contribution

Alex Clinton, Yiding Chen, Xiaojin Zhu +1

We study a collaborative learning problem where $m$ agents aim to estimate a vector $\mu =({\mu }_1,\dots ,{\mu }_d)\in {\mathbb{R}}^d$ by sampling from associated univariate normal distributions…