4 papers
Quantitative bounds for high dimensional entropic CLT
Chang-song Deng, Lin Wang, Lihu Xu
By extending the Johnson--Barron projection method from one dimension to high dimensions and utilizing a Wang type dimension-free Harnack inequality, we obtain a new quantitative b…
Berry-Esseen Bounds and Moderate Deviations for Catoni-Type Robust Estimation
Zhijun Cai, Xiang Li, Lihu Xu
A powerful robust mean estimator introduced by Catoni (2012) allows for mean estimation of heavy-tailed data while achieving the performance characteristics of classical mean estim…
Tuning free Catoni type joint robust estimation
Xiang Li, Jun S. Liu, Qiang Sun +1
This paper develops a Catoni-type joint (tuning-free) estimation framework for parametric models with heavy-tailed noise, in which the target parameter and the unknown noise varian…
Total variation distance between SDEs with stable noise and Brownian motion
Changsong Deng, Xiang Li, Rene L. Schilling +1
We consider a -dimensional stochastic differential equation (SDE) of the form , let be the solution if the driving noise is a -dimen…