Related papers: Robust and Heavy-Tailed Mean Estimation Made Simpl…
This paper studies distributed estimation and support recovery for high-dimensional linear regression model with heavy-tailed noise. To deal with heavy-tailed noise whose variance can be infinite, we adopt the quantile regression loss…
This paper investigates the problem of generalized linear bandits with heavy-tailed rewards, whose $(1+\epsilon)$-th moment is bounded for some $\epsilon\in (0,1]$. Although there exist methods for generalized linear bandits, most of them…
We investigate robust nonparametric regression in the presence of heavy-tailed noise, where the hypothesis class may contain unbounded functions and robustness is ensured via a robust loss function $\ell_\sigma$. Using Huber regression as a…
Big data can easily be contaminated by outliers or contain variables with heavy-tailed distributions, which makes many conventional methods inadequate. To address this challenge, we propose the adaptive Huber regression for robust…
A novel statistical method is proposed and investigated for estimating a heavy tailed density under mild smoothness assumptions. Statistical analyses of heavy-tailed distributions are susceptible to the problem of sparse information in the…
We study the algorithmic problem of estimating the mean of heavy-tailed random vector in $\mathbb{R}^d$, given $n$ i.i.d. samples. The goal is to design an efficient estimator that attains the optimal sub-gaussian error bound, only assuming…
Average calibration of the (variance-based) prediction uncertainties of machine learning regression tasks can be tested in two ways: one is to estimate the calibration error (CE) as the difference between the mean absolute error (MSE) and…
We study the problem of high-dimensional robust mean estimation in an online setting. Specifically, we consider a scenario where $n$ sensors are measuring some common, ongoing phenomenon. At each time step $t=1,2,\ldots,T$, the $i^{th}$…
Despite a large amount of effort in dealing with heavy-tailed error in machine learning, little is known when moments of the error can become non-existential: the random noise $\eta$ satisfies Pr$\left[|\eta| > |y|\right] \le…
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…
This paper studies the quantization of heavy-tailed data in some fundamental statistical estimation problems, where the underlying distributions have bounded moments of some order. We propose to truncate and properly dither the data prior…
We study the problem of robust mean estimation and introduce a novel Hamming distance-based measure of distribution shift for coordinate-level corruptions. We show that this measure yields adversary models that capture more realistic…
A current strand of research in high-dimensional statistics deals with robustifying the available methodology with respect to deviations from the pervasive light-tail assumptions. In this paper we consider a linear mean regression model…
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…
We study linear contextual bandits under adversarial corruption and heavy-tailed noise with finite $(1+\epsilon)$-th moments for some $\epsilon \in (0,1]$. Existing work that addresses both adversarial corruption and heavy-tailed noise…
We study two problems in high-dimensional robust statistics: \emph{robust mean estimation} and \emph{outlier detection}. In robust mean estimation the goal is to estimate the mean $\mu$ of a distribution on $\mathbb{R}^d$ given $n$…
In this paper, we study multi-armed bandits (MAB) and stochastic linear bandits (SLB) with heavy-tailed rewards and quantum reward oracle. Unlike the previous work on quantum bandits that assumes bounded/sub-Gaussian distributions for…
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…
We present a new quantum algorithm for estimating the mean of a real-valued random variable obtained as the output of a quantum computation. Our estimator achieves a nearly-optimal quadratic speedup over the number of classical i.i.d.…
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…