An optimal (ϵ,δ)‐randomized approximation scheme for the mean of random variables with bounded relative variance

DOI10.1002/rsa.20839zbMath1423.60007arXiv1706.01478OpenAlexW2909310605MaRDI QIDQ5242881

Mark L. Huber

Publication date: 7 November 2019

Published in: Random Structures & Algorithms (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.01478

zbMATH Keywords

Monte Carlo methodexponential convergence

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Approximation algorithms (68W25) Randomized algorithms (68W20)

Related Items (3)

Robust Estimation of the Mean with Bounded Relative Standard Deviation ⋮ A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\) ⋮ Mean estimation and regression under heavy-tailed distributions: A survey

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