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Efficient median of means estimator (2305.18681v1)
Published 30 May 2023 in math.ST, stat.ML, and stat.TH
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 by the author, and prove that desired guarantees can be attained under weaker requirements.
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