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math.ST2020★ 3 cited
Optimal Mean Estimation without a Variance
Yeshwanth Cherapanamjeri, Nilesh Tripuraneni, Peter L. Bartlett +1
We study the problem of heavy-tailed mean estimation in settings where the variance of the data-generating distribution does not exist. Concretely, given a sample $\mathbf{X} = \{X…
math.ST2019
Algorithms for Heavy-Tailed Statistics: Regression, Covariance Estimation, and Beyond
Yeshwanth Cherapanamjeri, Samuel B. Hopkins, Tarun Kathuria +2
We study efficient algorithms for linear regression and covariance estimation in the absence of Gaussian assumptions on the underlying distributions of samples, making assumptions…