Colloquium ICJ
# Estimation of the mean of a random vector.

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Europe/Paris

Salle Fokko (UCBL-Braconnier)
### Salle Fokko

#### UCBL-Braconnier

21 av Claude Bernard, 69100 VILLEURBANNE

Description

Given n independent, identically distributed copies of a random

vector, one is interested in estimating the expected value. Perhaps

surprisingly, there are still open questions concerning this very

basic problem in statistics. The goal is to construct estimators

that are close to the true mean with high probability, with respect to

some given norm. In this talk we introduce a new family of estimators--the

so-called “median-of-means tournaments”---and show their optimal behavior.

This talk is based on joint work with Shahar Mendelson