Algorithms for heavy-tailed statistics: regression, covariance estimation, and beyond
From MaRDI portal
Publication:5144947
DOI10.1145/3357713.3384329OpenAlexW3035763474MaRDI QIDQ5144947
Samuel B. Hopkins, Yeshwanth Cherapanamjeri, Tarun Kathuria, Nilesh Tripuraneni, Prasad Raghavendra
Publication date: 19 January 2021
Published in: Proceedings of the 52nd Annual ACM SIGACT Symposium on Theory of Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.11071
Related Items (3)
Robust sub-Gaussian estimation of a mean vector in nearly linear time ⋮ Robustifying Markowitz ⋮ Optimal low-degree hardness of maximum independent set
This page was built for publication: Algorithms for heavy-tailed statistics: regression, covariance estimation, and beyond