Related papers: Consistent regression when oblivious outliers over…

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…

We consider unregularized robust M-estimators for linear models under Gaussian design and heavy-tailed noise, in the proportional asymptotics regime where the sample size n and the number of features p are both increasing such that $p/n \to…

Bayesian approach to inverse problems is studied in the case where the forward map is a linear hypoelliptic pseudodifferential operator and measurement error is additive white Gaussian noise. The measurement model for an unknown Gaussian…

In this paper, we construct an estimator of an errors-in-variables linear regression model. The regression model leads to a constrained total least squares problems with row and column constraints. Although this problem can be numerically…

Real-world network applications must cope with failing nodes, malicious attacks, or nodes facing corrupted data - data classified as outliers. Our work addresses these concerns in the scope of the sensor network localization problem where,…

We give the first efficient algorithm for learning halfspaces in the testable learning model recently defined by Rubinfeld and Vasilyan (2023). In this model, a learner certifies that the accuracy of its output hypothesis is near optimal…

Whole robustness is a nice property to have for statistical models. It implies that the impact of outliers gradually vanishes as they approach plus or minus infinity. So far, the Bayesian literature provides results that ensure whole…

When measurements from dynamical systems are noisy, it is useful to have estimation algorithms that have low sensitivity to measurement noises and outliers. In the first set of results described in this paper we obtain optimal estimators…

Real-world network applications must cope with failing nodes, malicious attacks, or, somehow, nodes facing corrupted data --- classified as outliers. One enabling application is the geographic localization of the network nodes. However,…

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…

In this paper, we construct a parameter estimation framework for robust low-rank tensor regression based on a truncation method and Huber loss, specifically focusing on models with random noise having only finite second-order moments.…

Inference in the presence of outliers is an important field of research as outliers are ubiquitous and may arise across a variety of problems and domains. Bayesian optimization is method that heavily relies on probabilistic inference. This…

We study computational-statistical gaps for improper learning in sparse linear regression. More specifically, given $n$ samples from a $k$-sparse linear model in dimension $d$, we ask what is the minimum sample complexity to efficiently (in…

We consider the non-parametric regression problem under Huber's $\epsilon$-contamination model, in which an $\epsilon$ fraction of observations are subject to arbitrary adversarial noise. We first show that a simple local binning median…

We propose a robust inferential procedure for assessing uncertainties of parameter estimation in high-dimensional linear models, where the dimension $p$ can grow exponentially fast with the sample size $n$. Our method combines the…

The phenomenon of benign overfitting, where a predictor perfectly fits noisy training data while attaining near-optimal expected loss, has received much attention in recent years, but still remains not fully understood beyond well-specified…

We consider (robust) inference in the context of a factor model for tensor-valued sequences. We study the consistency of the estimated common factors and loadings space when using estimators based on minimising quadratic loss functions.…

The task of robust linear estimation in the presence of outliers is of particular importance in signal processing, statistics and machine learning. Although the problem has been stated a few decades ago and solved using classical…

We consider outlier-robust and sparse estimation of linear regression coefficients, when the covariates and the noises are contaminated by adversarial outliers and noises are sampled from a heavy-tailed distribution. Our results present…

We study the fundamental problem of high-dimensional mean estimation in a robust model where a constant fraction of the samples are adversarially corrupted. Recent work gave the first polynomial time algorithms for this problem with…