A two-stage importance-weighted estimator is claimed to achieve the minimax rate for moment estimation under covariate shift, but the lower-bound proof is flawed.
In order to determine the separation between two priors µ0 and µ1, we need to derive the con- centration inequality of each prior first
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Minimax Optimal Two-Stage Algorithm For Moment Estimation Under Covariate Shift
A two-stage importance-weighted estimator is claimed to achieve the minimax rate for moment estimation under covariate shift, but the lower-bound proof is flawed.