Related papers: Outlier Robust Multivariate Polynomial Regression

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…

We study the algorithmic task of finding a large independent set in a sparse Erd\H{o}s-R\'{e}nyi random graph with $n$ vertices and average degree $d$. The maximum independent set is known to have size $(2 \log d / d)n$ in the double limit…

We study the task of agnostic learning of multiclass linear classifiers under the Gaussian distribution. Given labeled examples $(x, y)$ from a distribution over $\mathbb{R}^d \times [k]$, with Gaussian $x$-marginal, the goal is to output a…

The $k$-means is a popular clustering objective, although it is inherently non-robust and sensitive to outliers. Its popular seeding or initialization called $k$-means++ uses $D^{2}$ sampling and comes with a provable $O(\log k)$…

We revisit the noisy binary search model of Karp and Kleinberg, in which we have $n$ coins with unknown probabilities $p_i$ that we can flip. The coins are sorted by increasing $p_i$, and we would like to find where the probability crosses…

Learning from data in the presence of outliers is a fundamental problem in statistics. In this work, we study robust statistics in the presence of overwhelming outliers for the fundamental problem of subspace recovery. Given a dataset where…

This work provides several new insights on the robustness of Kearns' statistical query framework against challenging label-noise models. First, we build on a recent result by \cite{DBLP:journals/corr/abs-2006-04787} that showed noise…

Cellwise outliers are likely to occur together with casewise outliers in modern data sets with relatively large dimension. Recent work has shown that traditional robust regression methods may fail for data sets in this paradigm. The…

We study least squares linear regression over $N$ uncorrelated Gaussian features that are selected in order of decreasing variance. When the number of selected features $p$ is at most the sample size $n$, the estimator under consideration…

We study the task of noiseless linear regression under Gaussian covariates in the presence of additive oblivious contamination. Specifically, we are given i.i.d.\ samples from a distribution $(x, y)$ on $\mathbb{R}^d \times \mathbb{R}$ with…

We give the first polynomial-time algorithm for robust regression in the list-decodable setting where an adversary can corrupt a greater than $1/2$ fraction of examples. For any $\alpha < 1$, our algorithm takes as input a sample…

In this letter, we consider multiple statistical classification problem where a sequence of n independent and identically distributed observations, that are generated by one of M discrete sources, need to be classified. The source…

Multivariate linear regression is a fundamental statistical task, but classical estimators such as ordinary least squares are highly sensitive to outliers. These may occur as casewise outliers that affect entire observations, or as outlying…

Outlier detection (OD) literature exhibits numerous algorithms as it applies to diverse domains. However, given a new detection task, it is unclear how to choose an algorithm to use, nor how to set its hyperparameter(s) (HPs) in…

This paper presents a new approach to a robust Gaussian process (GP) regression. Most existing approaches replace an outlier-prone Gaussian likelihood with a non-Gaussian likelihood induced from a heavy tail distribution, such as the…

The product moment covariance is a cornerstone of multivariate data analysis, from which one can derive correlations, principal components, Mahalanobis distances and many other results. Unfortunately the product moment covariance and the…

Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a…

We consider the regression problem of estimating functions on $\mathbb{R}^D$ but supported on a $d$-dimensional manifold $ \mathcal{M} \subset \mathbb{R}^D $ with $ d \ll D $. Drawing ideas from multi-resolution analysis and nonlinear…

A generic out-of-sample error estimate is proposed for robust $M$-estimators regularized with a convex penalty in high-dimensional linear regression where $(X,y)$ is observed and $p,n$ are of the same order. If $\psi$ is the derivative of…

We develop a technique to design efficiently computable estimators for sparse linear regression in the simultaneous presence of two adversaries: oblivious and adaptive. We design several robust algorithms that outperform the state of the…