Do We Know How to Estimate the Mean?
Gabor Lugosi
2021 Invited Talk (Breiman Lecture)
Abstract
In this talk I discuss mean estimation based on independent observations, perhaps the most basic problems in statistics. Despite its long history, the subject has attracted a flurry of renewed activity. Motivated by applications in machine learning and data science, the problem has been viewed from new angles both from statistical and computational points of view. We review some recent results on the statistical performance of mean estimators that allow heavy tails and adversarial contamination in the data, focusing on high-dimensional aspects.
Speaker
Gabor Lugosi
Gabor Lugosi is an ICREA research professor at the Department of
Economics and Business, Pompeu Fabra University, Barcelona. He
received his Ph.D. from the Hungarian Academy of Sciences in 1991. His
research has mostly focused on the mathematical aspects of machine
learning and related topics in probability and mathematical
statistics, including combinatorial statistics, the analysis of random
structures, and information theory. He is a co-author of several
monographs on pattern recognition, density estimation, online
learning, and concentration inequalities.
Video
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