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most citedOptimal Rates of (Locally) Differentially Private Heavy-tailed Multi-Armed Bandits

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math.ST2022

Quantizing Heavy-tailed Data in Statistical Estimation: (Near) Minimax Rates, Covariate Quantization, and Uniform Recovery

Junren Chen, Michael K. Ng, Di Wang

This paper studies the quantization of heavy-tailed data in some fundamental statistical estimation problems, where the underlying distributions have bounded moments of some order.…