Efficient median of means estimator

Stanislav Minsker

Abstract: The goal of this note is to present a modification of the popular median of means estimator that achieves sub-Gaussian deviation bounds with nearly optimal constants under minimal assumptions on the underlying distribution. We build on a recent work on the topic and prove that desired guarantees can be attained under weaker requirements.

External IDs:dblp:conf/colt/Minsker23