Para receber por e-mail novas publicações de Seminário de Probabilidade e Combinatória, Clique Aqui!

Seminários do IMPA

Probabilidade e Combinatória

Título
Robust multivariate mean estimation: the optimality of trimmed mean (after G. Lugosi and S. Mendelson )
Expositor
Zoraida Fernandez Rico

IMPA
Data
Quarta-feira, 11 de setembro de 2019, 15:30
Local
Sala 232
Resumo

Lugosi and Mendelson consider the problem of trimmed-mean estimators. They not only consider a sample of independent and identically distributed random variables with adversarial contamination, but also they take into account multivariate settings. In fact, they introduce a multivariate extension of the trimmed-mean estimator and show its optimal performance under suitable conditions.