All-Purpose Mean Estimation over R: Optimal Sub-Gaussianity with Outlier Robustness and Low Moments Performance

Jasper C. H. Lee, Walter McKelvie, Maoyuan Song, Paul Valiant
2/14/2026

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@article{lee2026allpurpose,
  title  = {All-Purpose Mean Estimation over R: Optimal Sub-Gaussianity with Outlier Robustness and Low Moments Performance},
  author = {Jasper C. H. Lee and Walter McKelvie and Maoyuan Song and Paul Valiant},
  year   = {2026},
  url    = {https://api.semanticscholar.org/CorpusID:b0e5f4f20a75fe0a71d23939185fe7c286509f33},
  journal = {ICML 2025 2025}
}

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