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Polynomial-time minimax robust mean estimation under star-shaped constraints
Sourced from the work of Akshay Prasadan, Matey Neykov
§ Problem Statement
Setup
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§ 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 (“devise computationally efficient algorithms achieving the same performance under various constraints for the mean”), p. 27
Source paper where this problem appears.