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Information-theoretic limits under heavy-tailed (non-sub-Gaussian) noise
Sourced from the work of Akshay Prasadan, Matey Neykov
§ Problem Statement
Setup
Unsolved Problem
§ Discussion
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§ Significance & Implications
§ Known Partial Results
§ References
[1]
Information Theoretic Limits of Robust Sub-Gaussian Mean Estimation Under Star-Shaped Constraints
Akshay Prasadan, Matey Neykov (2024)
Annals of Statistics (to appear)
📍 Section 6 (Discussion and Future Work), first paragraph (“Another avenue for future research is to understand the case when the noise can be heavy tailed …”).
Source paper where this problem appears.