#machine learning
Mar 2024
Estimation of multiple mean vectors in high dimension
We endeavour to estimate numerous multi-dimensional means of various probability distributions on a common space based on independent samples. Our approach involves forming estimators through convex combinations of empirical means derived from these samples. We introduce two strategies to find appropriate data-dependen...
Gilles Blanchard, Jean-Baptiste Fermanian, Hannah Marienwald
· arXiv.org · 4 citations