Related papers: The Geometric Median and Applications to Robust Me…
In this paper, we propose to study a new geometric optimization problem called "geometric prototype" in Euclidean space. Given a set of patterns, where each pattern is represented by a (weighted or unweighted) point set, the geometric…
We study robust estimators of the mean of a probability measure $P$, called robust empirical mean estimators. This elementary construction is then used to revisit a problem of aggregation and a problem of estimator selection, extending…
The halfspace depth is a prominent tool of nonparametric multivariate analysis. The upper level sets of the depth, termed the trimmed regions of a measure, serve as a natural generalization of the quantiles and inter-quantile regions to…
Constructing distribution-free confidence intervals for the median, a classic problem in statistics, has seen numerous solutions in the literature. While coverage validity has received ample attention, less has been explored about interval…
A bias-reduced estimator is proposed for the mean absolute deviation parameter of a median regression model. A workaround is devised for the lack of smoothness in the sense conventionally required in general bias-reduced estimation. A local…
We study geometric stochastic differential equations (SDEs) and their approximations on Riemannian manifolds. In particular, we introduce a simple new construction of geometric SDEs, using which with bounded curvature. In particular, we…
We revisit the task of learning a Euclidean metric from data. We approach this problem from first principles and formulate it as a surprisingly simple optimization problem. Indeed, our formulation even admits a closed form solution. This…
Centroid based clustering methods such as k-means, k-medoids and k-centers are heavily applied as a go-to tool in exploratory data analysis. In many cases, those methods are used to obtain representative centroids of the data manifold for…
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 $i^{th}$…
Datasets are often reused to perform multiple statistical analyses in an adaptive way, in which each analysis may depend on the outcomes of previous analyses on the same dataset. Standard statistical guarantees do not account for these…
The maximum mean discrepancy and Wasserstein distance are popular distance measures between distributions and play important roles in many machine learning problems such as metric learning, generative modeling, domain adaption, and…
This work studies the Geometric Jensen-Shannon divergence, based on the notion of geometric mean of probability measures, in the setting of Gaussian measures on an infinite-dimensional Hilbert space. On the set of all Gaussian measures…
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…
In this paper, we consider moderate deviations for Good's coverage estimator. The moderate deviation principle and the self-normalized moderate deviation principle for Good's coverage estimator are established. The results are also applied…
This paper introduces Geometric-k-means (or Gk-means for short), a novel approach that significantly enhances the efficiency and energy economy of the widely utilized k-means algorithm, which, despite its inception over five decades ago,…
The general aim of manifold estimation is reconstructing, by statistical methods, an $m$-dimensional compact manifold $S$ on ${\mathbb R}^d$ (with $m\leq d$) or estimating some relevant quantities related to the geometric properties of $S$.…
The space of all probability measures having positive density function on a connected compact smooth manifold $M$, denoted by $\mathcal{P}(M)$, carries the Fisher information metric $G$. We define the geometric mean of probability measures…
It was shown by E. Gluskin and V.D. Milman in [GAFA Lecture Notes in Math. 1807, 2003] that the classical arithmetic-geometric mean inequality can be reversed (up to a multiplicative constant) with high probability, when applied to…
It is well-known that trimmed sample means are robust against heavy tails and data contamination. This paper analyzes the performance of trimmed means and related methods in two novel contexts. The first one consists of estimating…
We consider the problem of constructing robust nonparametric confidence intervals and tests of hypothesis for the median when the data distribution is unknown and the data may contain a small fraction of contamination. We propose a…