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math.ST2024
Nonasymptotic Heavy-Tailed Mean Estimation in Smooth Banach Spaces
Justin Whitehouse, Ben Chugg, Diego Martinez-Taboada +1
We consider the problem of nonasymptotic mean estimation for heavy-tailed random variables taking values in a smooth Banach space. In particular, we extend and improve a simple tru…
stat.ML2024
Sequential Kernelized Stein Discrepancy
Diego Martinez-Taboada, Aaditya Ramdas
We present a sequential version of the kernelized Stein discrepancy goodness-of-fit test, which allows for conducting goodness-of-fit tests for unnormalized densities that are cont…
math.ST2024
Empirical Bernstein in smooth Banach spaces
Diego Martinez-Taboada, Aaditya Ramdas
Existing concentration bounds for bounded vector-valued random variables include extensions of the scalar Hoeffding and Bernstein inequalities. While the latter is typically tighte…