How to estimate the mean of a random variable?
Given n independent, identically distributed copies of a random variable, one is interested in estimating the expected value. Perhaps surprisingly, there are still open questions concerning this very basic problem in statistics.

In this talk we are primarily interested in non-asymptotic sub-Gaussian estimates for potentially heavy-tailed random variables. We discuss various estimates and extensions to high dimensions, empirical risk minimization, and multivariate problems. This talk is based on joint work with Emilien Joly, Luc Devroye, Matthieu Lerasle, and Roberto Imbuzeiro Oliveira.
Date: 10 June 2016, 15:30 (Friday, 7th week, Trinity 2016)
Venue: 24-29 St Giles', 24-29 St Giles' OX1 3LB
Venue Details: Large Lecture Theatre, Department of Statistics
Speaker: Professor Gabor Lugosi (Department of Economics and Business, Universitat Pompeu Fabra, Barcelona)
Organising department: Department of Statistics
Organiser: Professor Arnaud Doucet (University of Oxford)
Organiser contact email address:
Part of: Distinguished Speaker Seminar
Booking required?: Not required
Audience: Members of the University only
Editor: Beverley Lane