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Related papers: High-Dimensional Robust Mean Estimation in Nearly-…

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We study the problem of estimating the covariance matrix of a high-dimensional distribution when a small constant fraction of the samples can be arbitrarily corrupted. Recent work gave the first polynomial time algorithms for this problem…

Machine Learning · Computer Science 2019-06-12 Yu Cheng , Ilias Diakonikolas , Rong Ge , David Woodruff

Robust mean estimation is the problem of estimating the mean $\mu \in \mathbb{R}^d$ of a $d$-dimensional distribution $D$ from a list of independent samples, an $\epsilon$-fraction of which have been arbitrarily corrupted by a malicious…

Computational Complexity · Computer Science 2019-06-05 Samuel B. Hopkins , Jerry Li

Robust estimation is much more challenging in high dimensions than it is in one dimension: Most techniques either lead to intractable optimization problems or estimators that can tolerate only a tiny fraction of errors. Recent work in…

Machine Learning · Computer Science 2018-03-14 Ilias Diakonikolas , Gautam Kamath , Daniel M. Kane , Jerry Li , Ankur Moitra , Alistair Stewart

We study the problem of high-dimensional robust mean estimation in the presence of a constant fraction of adversarial outliers. A recent line of work has provided sophisticated polynomial-time algorithms for this problem with…

Machine Learning · Computer Science 2020-05-05 Yu Cheng , Ilias Diakonikolas , Rong Ge , Mahdi Soltanolkotabi

We study the fundamental problems of Gaussian mean estimation and linear regression with Gaussian covariates in the presence of Huber contamination. Our main contribution is the design of the first sample near-optimal and almost linear-time…

Data Structures and Algorithms · Computer Science 2023-12-05 Ilias Diakonikolas , Daniel M. Kane , Ankit Pensia , Thanasis Pittas

We study the problem of robustly estimating the mean of a $d$-dimensional distribution given $N$ examples, where most coordinates of every example may be missing and $\varepsilon N$ examples may be arbitrarily corrupted. Assuming each…

Data Structures and Algorithms · Computer Science 2021-05-04 Lunjia Hu , Omer Reingold

We provide a novel -- and to the best of our knowledge, the first -- algorithm for high dimensional sparse regression with constant fraction of corruptions in explanatory and/or response variables. Our algorithm recovers the true sparse…

Machine Learning · Computer Science 2019-05-31 Liu Liu , Yanyao Shen , Tianyang Li , Constantine Caramanis

We study the problem of high-dimensional sparse mean estimation in the presence of an $\epsilon$-fraction of adversarial outliers. Prior work obtained sample and computationally efficient algorithms for this task for identity-covariance…

Data Structures and Algorithms · Computer Science 2024-07-08 Ilias Diakonikolas , Daniel M. Kane , Sushrut Karmalkar , Ankit Pensia , Thanasis Pittas

We study the problem of high-dimensional linear regression in a robust model where an $\epsilon$-fraction of the samples can be adversarially corrupted. We focus on the fundamental setting where the covariates of the uncorrupted samples are…

Machine Learning · Computer Science 2018-06-04 Ilias Diakonikolas , Weihao Kong , Alistair Stewart

We study the problem of learning Bayesian networks where an $\epsilon$-fraction of the samples are adversarially corrupted. We focus on the fully-observable case where the underlying graph structure is known. In this work, we present the…

Machine Learning · Computer Science 2021-05-13 Yu Cheng , Honghao Lin

We study high-dimensional mean estimation in a collaborative setting where data is contributed by $N$ users in batches of size $n$. In this environment, a learner seeks to recover the mean $\mu$ of a true distribution $P$ from a collection…

Machine Learning · Computer Science 2026-02-25 Maryam Aliakbarpour , Vladimir Braverman , Yuhan Liu , Junze Yin

We study the fundamental problem of learning the parameters of a high-dimensional Gaussian in the presence of noise -- where an $\varepsilon$-fraction of our samples were chosen by an adversary. We give robust estimators that achieve…

Data Structures and Algorithms · Computer Science 2017-11-07 Ilias Diakonikolas , Gautam Kamath , Daniel M. Kane , Jerry Li , Ankur Moitra , Alistair Stewart

The problem of robust mean estimation in high dimensions is studied, in which a certain fraction (less than half) of the datapoints can be arbitrarily corrupted. Motivated by compressive sensing, the robust mean estimation problem is…

Applications · Statistics 2022-12-08 Aditya Deshmukh , Jing Liu , Venugopal V. Veeravalli

We study the problem of high-dimensional robust linear regression where a learner is given access to $n$ samples from the generative model $Y = \langle X,w^* \rangle + \epsilon$ (with $X \in \mathbb{R}^d$ and $\epsilon$ independent), in…

Traditionally, robust statistics has focused on designing estimators tolerant to a minority of contaminated data. Robust list-decodable learning focuses on the more challenging regime where only a minority $\frac 1 k$ fraction of the…

Data Structures and Algorithms · Computer Science 2020-11-20 Ilias Diakonikolas , Daniel M. Kane , Daniel Kongsgaard , Jerry Li , Kevin Tian

We study the algorithmic problem of sparse mean estimation in the presence of adversarial outliers. Specifically, the algorithm observes a \emph{corrupted} set of samples from $\mathcal{N}(\mu,\mathbf{I}_d)$, where the unknown mean $\mu \in…

Data Structures and Algorithms · Computer Science 2024-03-08 Ankit Pensia

Robust statistics aims to compute quantities to represent data where a fraction of it may be arbitrarily corrupted. The most essential statistic is the mean, and in recent years, there has been a flurry of theoretical advancement for…

Machine Learning · Statistics 2025-02-18 Cullen Anderson , Jeff M. Phillips

We give the first polynomial-time algorithm for performing linear or polynomial regression resilient to adversarial corruptions in both examples and labels. Given a sufficiently large (polynomial-size) training set drawn i.i.d. from…

Machine Learning · Computer Science 2020-06-05 Adam Klivans , Pravesh K. Kothari , Raghu Meka

We study the problem of outlier robust high-dimensional mean estimation under a finite covariance assumption, and more broadly under finite low-degree moment assumptions. We consider a standard stability condition from the recent robust…

Statistics Theory · Mathematics 2021-03-17 Ilias Diakonikolas , Daniel M. Kane , Ankit Pensia

We study high-dimensional robust statistics tasks in the streaming model. A recent line of work obtained computationally efficient algorithms for a range of high-dimensional robust estimation tasks. Unfortunately, all previous algorithms…

Data Structures and Algorithms · Computer Science 2023-05-04 Ilias Diakonikolas , Daniel M. Kane , Ankit Pensia , Thanasis Pittas
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