3 problems
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The multivariate extension of Massart's inequality for clustered data
Let be independent and identically distributed random variables, with each representing a cluster of observations, and suppose that for al…
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Finite-covariance conjecture for asymptotically sub-Gaussian mean estimation
Finite-covariance conjecture. Whenever has finite covariance, a version of the paper’s main theorem holds for some that approaches the high-dimensional…
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Sub-Gaussian lower-bound conjecture for high-dimensional mean estimation
High-dimensional sub-Gaussian lower-bound conjecture. Mean estimators cannot outperform this sub-Gaussian rate in the asymptotic regime as .