There's a problem though. By clipping the tails, this approach introduces significant (statistical) bias. Indeed, as we analyze in a paper with @vkerdos @thejonullman (
https://
arxiv.org/abs/2002.09464), we get minimax rates for estimation by *balancing* the bias & variance from noise. 3/n

→ View original post on X — @thegautamkamath,