Related papers: Beyond Catoni: Sharper Rates for Heavy-Tailed and …

We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…

We construct an algorithm, running in time $\tilde{\mathcal O}(N d + uK d)$, which is robust to outliers and heavy-tailed data and which achieves the subgaussian rate from [Lugosi, Mendelson] \begin{equation}\label{eq:intro_subgaus_rate}…

The density ratio is an important metric for evaluating the relative likelihood of two probability distributions, with extensive applications in statistics and machine learning. However, existing estimation theories for density ratios often…

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…

We investigate distributional properties of a class of spectral spatial statistics under irregular sampling of a random field that is defined on $\mathbb{R}^d$, and use this to obtain a test for isotropy. Within this context, edge effects…

We study the problem of list-decodable Gaussian mean estimation and the related problem of learning mixtures of separated spherical Gaussians. We develop a set of techniques that yield new efficient algorithms with significantly improved…

We study the problem of overcoming exponential sample complexity in differential entropy estimation under Gaussian convolutions. Specifically, we consider the estimation of the differential entropy $h(X+Z)$ via $n$ independently and…

We consider learning methods based on the regularization of a convex empirical risk by a squared Hilbertian norm, a setting that includes linear predictors and non-linear predictors through positive-definite kernels. In order to go beyond…

Differential entropy and log determinant of the covariance matrix of a multivariate Gaussian distribution have many applications in coding, communications, signal processing and statistical inference. In this paper we consider in the high…

In location estimation, we are given $n$ samples from a known distribution $f$ shifted by an unknown translation $\lambda$, and want to estimate $\lambda$ as precisely as possible. Asymptotically, the maximum likelihood estimate achieves…

We study the problem of $(\epsilon,\delta)$-differentially private learning of linear predictors with convex losses. We provide results for two subclasses of loss functions. The first case is when the loss is smooth and non-negative but not…

Let $X$ be a centered random vector taking values in $\mathbb{R}^d$ and let $\Sigma= \mathbb{E}(X\otimes X)$ be its covariance matrix. We show that if $X$ satisfies an $L_4-L_2$ norm equivalence, there is a covariance estimator…

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…

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…

This work provides tight upper- and lower-bounds for the problem of mean estimation under $\epsilon$-differential privacy in the local model, when the input is composed of $n$ i.i.d. drawn samples from a normal distribution with variance…

We provide improved differentially private algorithms for identity testing of high-dimensional distributions. Specifically, for $d$-dimensional Gaussian distributions with known covariance $\Sigma$, we can test whether the distribution…

Let $X_1,..., X_N\in\R^n$ be independent centered random vectors with log-concave distribution and with the identity as covariance matrix. We show that with overwhelming probability at least $1 - 3 \exp(-c\sqrt{n}\r)$ one has $ \sup_{x\in…

We present a new finite-sample analysis of M-estimators of locations in $\mathbb{R}^d$ using the tool of the influence function. In particular, we show that the deviations of an M-estimator can be controlled thanks to its influence function…

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…

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…