A truncation-based estimator achieves the optimal heavy-tailed mean estimation rate in smooth Banach spaces under martingale dependence with time-uniform guarantees.
A generalized Catoni’s M-estimator under finite α-th moment assumption with α ∈ (1, 2)
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Mean Estimation in Banach Spaces Under Infinite Variance and Martingale Dependence
A truncation-based estimator achieves the optimal heavy-tailed mean estimation rate in smooth Banach spaces under martingale dependence with time-uniform guarantees.