Nearly Optimal Catoni's M-estimator for Infinite Variance.

Sujay Bhatt Guanhua Fang Ping Li Gennady Samorodnitsky

Published in: ICML (2022)

Keyphrases

dynamic programming
conditional expectation
optimal solution
evolutionary algorithm
exhaustive search
neural network
similarity measure
expert systems
multiresolution
correlation coefficient
optimal design
finding optimal
minimum variance