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math.ST2023
Beyond Catoni: Sharper Rates for Heavy-Tailed and Robust Mean Estimation
Shivam Gupta, Samuel B. Hopkins, Eric Price
We study the fundamental problem of estimating the mean of a -dimensional distribution with covariance given samples. When , \cite{catoni} sho…
math.ST2023
Finite-Sample Symmetric Mean Estimation with Fisher Information Rate
Shivam Gupta, Jasper C. H. Lee, Eric Price
The mean of an unknown variance- distribution can be estimated from samples with variance and nearly corresponding subgaussian rate. When is known…