High-Dimensional Robust Mean Estimation in Nearly-Linear Time

DOI10.1137/1.9781611975482.171zbMath1432.68615arXiv1811.09380OpenAlexW2952399199MaRDI QIDQ5236362

Yu Cheng, Rong Ge, Ilias Diakonikolas

Publication date: 15 October 2019

Published in: Proceedings of the Thirtieth Annual ACM-SIAM Symposium on Discrete Algorithms (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.09380

Mathematics Subject Classification ID

Analysis of algorithms (68W40) Robustness and adaptive procedures (parametric inference) (62F35)

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Robust sub-Gaussian estimation of a mean vector in nearly linear time ⋮ All-in-one robust estimator of the Gaussian mean ⋮ Mean estimation in high dimension ⋮ Robust classification via MOM minimization ⋮ Excess-risk consistency of group-hard thresholding estimator in robust estimation of Gaussian mean ⋮ ERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labels ⋮ Nearly optimal robust mean estimation via empirical characteristic function

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