2 papers
math.ST2024
Improved performance guarantees for Tukey's median
Stanislav Minsker, Yinan Shen
Is there a natural way to order data in dimension greater than one? The approach based on the notion of data depth, often associated with John Tukey, is among the most popular. Tuk…
math.PR2024
Concentration and moment inequalities for sums of independent heavy-tailed random matrices
Moritz Jirak, Stanislav Minsker, Yiqiu Shen +1
We prove Fuk-Nagaev and Rosenthal-type inequalities for sums of independent random matrices, focusing on the situation when the norms of the matrices possess finite moments of only…