Sharper Concentration Inequalities for Median-of-Mean Processes

The Median-of-Mean (MoM) estimation is an efficient statistical method for handling data with contamination. In this paper, we propose a variance-dependent MoM estimation method using the tail probability of a binomial distribution. The bound of this method is better than the classical Hoeffding met...

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Bibliographic Details
Main Authors: Guangqiang Teng, Yanpeng Li, Boping Tian, Jie Li
Format: Article
Language:English
Published: MDPI AG 2023-08-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/11/17/3730