GROS: A General Robust Aggregation Strategy

arXiv:2402.15442v1 Announce Type: cross
Abstract: A new, very general, robust procedure for combining estimators in metric spaces is introduced GROS. The method is reminiscent of the well-known median of means, as described in \cite{devroye2016sub}. Initially, the sample is divided into $K$ groups. Subsequently, an estimator is computed for each group. Finally, these $K$ estimators are combined using a robust procedure. We prove that this estimator is sub-Gaussian and we get its break-down point, in the sense of Donoho. The robust …

abstract aggregation arxiv finally general math.st robust sample spaces stat.ap stat.ml stat.th strategy type