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arXiv 1902.02459cs.DS
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关于一般范数的均值估计的统计性质

On Mean Estimation for General Norms with Statistical Queries

Jerry Li, Aleksandar Nikolov, Ilya Razenshteyn, Erik Waingarten

摘要:

我们研究高维分布的均值估计问题,假设访问一个统计查询Oracle的分布。对于赋范空间$X = (\mathbb{R}^d, \|\cdot\|_X)$和在具有$\|x\|_{X} \leq 1$的向量$x \in \mathbb{R}^d$上支持的分布,任务是输出估计值$\hatμ \in \mathbb{R}^d$,该估计值是$ε$ -在由$\|\cdot\|_X$引起的距离上接近分布的真实均值。当基础范数是对称的以及Schatten- $p$范数时,我们获得了该问题的统计查询复杂度的精确上限和下限,回答了Feldman,Guzmán和Vempala提出的两个问题(SODA 2017)。

英文摘要:

We study the problem of mean estimation for high-dimensional distributions, assuming access to a statistical query oracle for the distribution. For a normed space $X = (\mathbb{R}^d, \|\cdot\|_X)$ and a distribution supported on vectors $x \in \mathbb{R}^d$ with $\|x\|_{X} \leq 1$, the task is to output an estimate $\hatμ \in \mathbb{R}^d$ which is $ε$-close in the distance induced by $\|\cdot\|_X$ to the true mean of the distribution. We obtain sharp upper and lower bounds for the statistical query complexity of this problem when the the underlying norm is symmetric as well as for Schatten-$p$ norms, answering two questions raised by Feldman, Guzmán, and Vempala (SODA 2017).

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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