Efficient Median of Means Estimator
Abstract
The goal of this note is to present a modification of the popular median of means estimator that achieves sub-Gaussian deviation bounds with nearly optimal constants under minimal assumptions on the underlying distribution. We build on a recent work on the topic and prove that desired guarantees can be attained under weaker requirements.
Cite
Text
Minsker. "Efficient Median of Means Estimator." Conference on Learning Theory, 2023.Markdown
[Minsker. "Efficient Median of Means Estimator." Conference on Learning Theory, 2023.](https://mlanthology.org/colt/2023/minsker2023colt-efficient/)BibTeX
@inproceedings{minsker2023colt-efficient,
title = {{Efficient Median of Means Estimator}},
author = {Minsker, Stanislav},
booktitle = {Conference on Learning Theory},
year = {2023},
pages = {5925-5933},
volume = {195},
url = {https://mlanthology.org/colt/2023/minsker2023colt-efficient/}
}