Hi.
I was playing with this code when I saw this line in the benchmark comparing different mean estimation techniques:
Y2 = [12*ones(round(0.5*eps*N),1), -2 * ones(round(0.5*eps*N), 1), zeros(round(0.5 * eps * N), d-2)];
Shouldn't this be:
Y2 = [12*randi([0 1], round(0.5*eps*N), 1),...
-2*randi([0 1], round(0.5*eps*N), 1),...
zeros(round(0.5*eps*N), d-2)];
to correspond to the $\Pi_2$ definition in Appendix B.1 in the paper?
I didn't see any substantial change in the plots after making this change, for what it's worth, but I thought maybe I should let you know anyway.