no code implementations • 21 Nov 2023 • Trung Dang, Jasper C. H. Lee, Maoyuan Song, Paul Valiant
The state of the art results for mean estimation in $\mathbb{R}$ are 1) the optimal sub-Gaussian mean estimator by [LV22], with the tight sub-Gaussian constant for all distributions with finite but unknown variance, and 2) the analysis of the median-of-means algorithm by [BCL13] and a lower bound by [DLLO16], characterizing the big-O optimal errors for distributions for which only a $1+\alpha$ moment exists for $\alpha \in (0, 1)$.
no code implementations • 21 Sep 2022 • Elena Grigorescu, Young-San Lin, Sandeep Silwal, Maoyuan Song, Samson Zhou
We show that if the predictor is accurate, we can efficiently bypass these impossibility results and achieve a constant-factor approximation to the optimal solution, i. e., consistency.
