A connection between Huber's contamination and heavy-tailed models yields unified robust mean estimators that are both computationally efficient and statistically optimal under certain conditions.
This is a deterministic statement and essentially quantifi es the amount the mean can shift, when the random variable is con ditioned on an event
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.ML 1years
2019 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
A Unified Approach to Robust Mean Estimation
A connection between Huber's contamination and heavy-tailed models yields unified robust mean estimators that are both computationally efficient and statistically optimal under certain conditions.