# Robust multivariate mean estimation: the optimality of trimmed mean

**Authors:** Gabor Lugosi, Shahar Mendelson

arXiv: 1907.11391 · 2020-02-25

## TL;DR

This paper introduces a multivariate trimmed-mean estimator for robust mean estimation under adversarial contamination, demonstrating its optimality with minimal assumptions.

## Contribution

It proposes a new multivariate trimmed-mean estimator and proves its optimality in robust mean estimation with adversarial noise.

## Key findings

- Estimator achieves optimal robustness bounds
- Performs well under minimal assumptions
- Outperforms existing methods in contaminated settings

## Abstract

We consider the problem of estimating the mean of a random vector based on i.i.d. observations and adversarial contamination. We introduce a multivariate extension of the trimmed-mean estimator and show its optimal performance under minimal conditions.

## Full text

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## References

29 references — full list in the complete paper: https://tomesphere.com/paper/1907.11391/full.md

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Source: https://tomesphere.com/paper/1907.11391