Efficient Truncated Linear Regression with Unknown Noise Variance

1 code implementation • NeurIPS 2021 • Constantinos Daskalakis, Patroklos Stefanou, Rui Yao, Manolis Zampetakis

In this paper, we provide the first computationally and statistically efficient estimators for truncated linear regression when the noise variance is unknown, estimating both the linear model and the variance of the noise.

regression