# Event detail

## How to estimate the mean of a random vector?

Seminar | September 12 | 4-5 p.m. | 1011 Evans Hall

Gabor Lugosi, Pompeu Fabra University

Given n independent, identically distributed copies of a random

vector, one is interested in estimating the expected value. Perhaps

surprisingly, there are still open questions concerning this very

basic problem in statistics. The goal is to construct estimators

that are close to the true mean with high probability, with respect to

some given norm. In this talk we are primarily interested

in non-asymptotic sub-Gaussian estimates. We introduce the

“median-of-means tournament” and show its optimal behavior.

This talk is based on joint work with Shahar Mendelson.

CA, 5106422781