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.
Assume that p ≥ 2, q ≤ p ≤ 2q and s d > 1 p − 1 2q
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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.