Nong Minh Hieu

On Finite-sample Concentration of Median of Incomplete U-Statistics

Median-of-means (MoM) is a powerful technique that theoretically enables near sub-Gaussian finite-sample rate for parameter estimation when the underlying data distribution is heavy-tailed (e.g., assumed to have only two first finite moments). A recent work has extrapolated this technique to median-of-\textit{randomize...