In search of a universal estimator

Luxembourg Statistical Society has the pleasure to invite you to our second event of our society this year – an hybrid talk by Prof. Yannick Baraud (Department of Mathematics, Université du Luxembourg, Luxembourg).


In this talk, Prof. Yannick Baraud will present some of the research topics of the SanDAL* group. One of them is the search of a universal estimation procedure, i.e. a procedure which is applicable to all statistical models and automatically leads to an estimator of the distribution of the data that is both optimal and stable to the presence of outliers among the sample. We shall see how mathematics allow us to analyze the non-asymptotic properties of this new type of estimator, i.e. when the number of data is fixed and not necessarily large. Finally, we will illustrate its performance on some simulations by comparing it to some classical estimators.

*SanDAL is a Chair in Mathematical Statistics and Data Science at the University of Luxembourg which is funded by the European Union’s Horizon 2020 programme.

Practical information

Date: 28 March 2022
Time: 18:00 – 19:00
Place: online and in person
Fee: free
Registration: mandatory at Luxstat