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math.ST2025
Improved Concentration for Mean Estimators via Shrinkage
Antônio Catão, Lucas Resende, Paulo Orenstein
We study a class of robust mean estimators obtained by adaptively shrinking the weights of sample points far from a base estimator . Given a data-dependent s…
math.ST2024
Robust high-dimensional Gaussian and bootstrap approximations for trimmed sample means
Lucas Resende
Robust mean estimation has largely focused on concentration guarantees under heavy tails and contamination. We study robustness from a different perspective: high-dimensional Gauss…