The sample mean is often used to aggregate different unbiased estimates of a parameter, producing a final estimate that is unbiased but possibly high-variance. This paper introduces the Bayesian median of means, an aggregation rule that roughly interpolates between the sample mean and median, resulting in estimates with much smaller variance at the expense of bias. While the procedure is non-parametric, its squared bias is asymptotically negligible relative to the variance, similar to maximum likelihood estimators. The Bayesian median of means is consistent, and concentration bounds for the estimator's bias and @math error are derived, as well as a fast non-randomized approximating algorithm. The performances of both the exact and the approximate procedures match that of the sample mean in low-variance settings, and exhibit much better results in high-variance scenarios. The empirical performances are examined in real and simulated data, and in applications such as importance sampling, cross-validation and bagging.
In fact, the median of means itself can be cast as a computation compromise on the celebrated Hodges-Lehmann estimator proposed in @cite_12 : Many theoretical properties are known about it; for instance, it has an asymptotic breakdown point of @math , meaning a contamination of up to @math _1, , _n @math P$-means ( @cite_18 ).
@cite_18 @cite_12
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The sample mean is one of the most fundamental concepts in statistics. Properties of the sample mean that are well-defined in Euclidean spaces become unclear in graph spaces. This paper proposes conditions under which the following properties are valid: existence, uniqueness, and consistency of means, the midpoint property, necessary conditions of optimality, and convergence results of mean algorithms. The theoretical results address common misconceptions about the graph mean in graph edit distance spaces, serve as a first step towards a statistical analysis of graph spaces, and result in a theoretically well-founded mean algorithm that outperformed six other mean algorithms with respect to solution quality on different graph datasets representing images and molecules. HighlightsA first step towards a theory of statistical graph space analysis is proposed.MMM-algorithm is proposed that outperformed six other mean algorithms.Necessary conditions of optimality are proved.Convergence of MMM-algorithm is shown.Basic statistical and geometrical properties are shown. In this paper, we show the existence of small coresets for the problems of computing k-median and k-means clustering for points in low dimension. In other words, we show that given a point set P in Rd, one can compute a weighted set S ⊆ P, of size O(k e-d log n), such that one can compute the k-median means clustering on S instead of on P, and get an (1+e)-approximation. As a result, we improve the fastest known algorithms for (1+e)-approximate k-means and k-median. Our algorithms have linear running time for a fixed k and e. In addition, we can maintain the (1+e)-approximate k-median or k-means clustering of a stream when points are being only inserted, using polylogarithmic space and update time. In some statistical non-parametric models the mean of the random variable y has to satisfy specific constraints. We consider the case where the set defined by the constraints is a closed polyhedral cone K in Rk. For example, when the mean is required to be concave in x, the set of acceptable means is a closed convex cone defined by k-2 linear inequalities in Rk. The least squares estimate of the mean is then the projection of the data point y on the cone K. In this paper, we present an algorithm to find the least square estimate of the mean in a finite number of steps. Other algorithms to solve this problem have been given before. The successive approximations in such algorithms are usually points on the faces of K. The solution here is reached by following a fixed line joining an abitrary but suitably chosen initial point y0 to the data point y. The 1- dimensional subspace spanned by the generators of the cone K is divided into 2' regions which can be described as the set of points with non-negative coordinates in mixed primal-dual bases relative to the cone K. Any point y belongs to one and only one of these regions SJ with corresponding basis 3j. The projection of y on K is immediately obtained from the expression of y in Oj by dropping the dual component of y. The main purpose of this paper is to describe a process for partitioning an N-dimensional population into k sets on the basis of a sample. The process, which is called 'k-means,' appears to give partitions which are reasonably efficient in the sense of within-class variance. That is, if p is the probability mass function for the population, S = S1, S2, * *, Sk is a partition of EN, and ui, i = 1, 2, * , k, is the conditional mean of p over the set Si, then W2(S) = ff=ISi f z u42 dp(z) tends to be low for the partitions S generated by the method. We say 'tends to be low,' primarily because of intuitive considerations, corroborated to some extent by mathematical analysis and practical computational experience. Also, the k-means procedure is easily programmed and is computationally economical, so that it is feasible to process very large samples on a digital computer. Possible applications include methods for similarity grouping, nonlinear prediction, approximating multivariate distributions, and nonparametric tests for independence among several variables. In addition to suggesting practical classification methods, the study of k-means has proved to be theoretically interesting. The k-means concept represents a generalization of the ordinary sample mean, and one is naturally led to study the pertinent asymptotic behavior, the object being to establish some sort of law of large numbers for the k-means. This problem is sufficiently interesting, in fact, for us to devote a good portion of this paper to it. The k-means are defined in section 2.1, and the main results which have been obtained on the asymptotic behavior are given there. The rest of section 2 is devoted to the proofs of these results. Section 3 describes several specific possible applications, and reports some preliminary results from computer experiments conducted to explore the possibilities inherent in the k-means idea. The extension to general metric spaces is indicated briefly in section 4. The original point of departure for the work described here was a series of problems in optimal classification (MacQueen [9]) which represented special