Mean Estimation in Banach Spaces Under Infinite Variance and Martingale Dependence
Bibliographic record
Abstract
We consider estimating the shared mean of a sequence of heavy-tailed random variables taking values in a Banach space. In particular, we revisit and extend a simple truncation-based mean estimator first proposed by Catoni and Giulini. While existing truncation-based approaches require a bound on the raw (non-central) second moment of observations, our results hold under a bound on either the central or non-central $p$th moment for some $p \in (1,2]$. Our analysis thus handles distributions with infinite variance. The main contributions of the paper follow from exploiting connections between truncation-based mean estimation and the concentration of martingales in smooth Banach spaces. We prove two types of time-uniform bounds on the distance between the estimator and unknown mean: line-crossing inequalities, which can be optimized for a fixed sample size $n$, and iterated logarithm inequalities, which match the tightness of line-crossing inequalities at all points in time up to a doubly logarithmic factor in $n$. Our results do not depend on the dimension of the Banach space, hold under martingale dependence, and all constants in the inequalities are known and small.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.019 | 0.093 |
| Meta-epidemiology (narrow) | 0.002 | 0.001 |
| Meta-epidemiology (broad) | 0.002 | 0.002 |
| Bibliometrics | 0.002 | 0.002 |
| Science and technology studies | 0.001 | 0.006 |
| Scholarly communication | 0.002 | 0.006 |
| Open science | 0.003 | 0.005 |
| Research integrity | 0.003 | 0.005 |
| Insufficient payload (model declined to judge) | 0.001 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".