A Fast Spectral Algorithm for Mean Estimation with Sub-Gaussian Rates

Zhixian Lei, Kyle Luh, Prayaag Venkat, Fred Zhang. A Fast Spectral Algorithm for Mean Estimation with Sub-Gaussian Rates. In Jacob D. Abernethy, Shivani Agarwal 0001, editors, Conference on Learning Theory, COLT 2020, 9-12 July 2020, Virtual Event [Graz, Austria]. Volume 125 of Proceedings of Machine Learning Research, pages 2598-2612, PMLR, 2020. [doi]

Abstract

Abstract is missing.