Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms

DOI10.1007/s00440-022-01127-yOpenAlexW3126415190MaRDI QIDQ2159256

Guillaume Lecué, Jules Depersin

Publication date: 28 July 2022

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.00995

zbMATH Keywords

entropyrobustnesslocation parameterFenchel-Legendre transformheavy-tailed datamedian-of-meansGaussian mean widths

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (1)

Mini-workshop: Mathematical foundations of robust and generalizable learning. Abstracts from the mini-workshop held October 2--8, 2022

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