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We study the basic task of mean estimation in the presence of mean-shift contamination. In the mean-shift contamination model, an adversary is allowed to replace a small constant fraction of the clean samples by samples drawn from…

Machine Learning · Computer Science 2026-02-27 Ilias Diakonikolas , Giannis Iakovidis , Daniel M. Kane , Sihan Liu

We study Gaussian sparse estimation tasks in Huber's contamination model with a focus on mean estimation, PCA, and linear regression. For each of these tasks, we give the first sample and computationally efficient robust estimators with…

Machine Learning · Computer Science 2024-03-18 Ilias Diakonikolas , Daniel M. Kane , Sushrut Karmalkar , Ankit Pensia , Thanasis Pittas

We study the problem of outlier robust high-dimensional mean estimation under a finite covariance assumption, and more broadly under finite low-degree moment assumptions. We consider a standard stability condition from the recent robust…

Statistics Theory · Mathematics 2021-03-17 Ilias Diakonikolas , Daniel M. Kane , Ankit Pensia

Robust mean estimation is the problem of estimating the mean $\mu \in \mathbb{R}^d$ of a $d$-dimensional distribution $D$ from a list of independent samples, an $\epsilon$-fraction of which have been arbitrarily corrupted by a malicious…

Computational Complexity · Computer Science 2019-06-05 Samuel B. Hopkins , Jerry Li

Many modern datasets are collected automatically and are thus easily contaminated by outliers. This led to a regain of interest in robust estimation, including new notions of robustness such as robustness to adversarial contamination of the…

Statistics Theory · Mathematics 2023-05-05 Pierre Alquier , Mathieu Gerber

We study mean estimation for a Gaussian distribution with identity covariance in $\mathbb{R}^d$ under a missing data scheme termed realizable $\epsilon$-contamination model. In this model an adversary can choose a function $r(x)$ between 0…

Machine Learning · Computer Science 2026-03-18 Ilias Diakonikolas , Daniel M. Kane , Thanasis Pittas

We study the fundamental problems of Gaussian mean estimation and linear regression with Gaussian covariates in the presence of Huber contamination. Our main contribution is the design of the first sample near-optimal and almost linear-time…

Data Structures and Algorithms · Computer Science 2023-12-05 Ilias Diakonikolas , Daniel M. Kane , Ankit Pensia , Thanasis Pittas

The goal of this paper is to show that a single robust estimator of the mean of a multivariate Gaussian distribution can enjoy five desirable properties. First, it is computationally tractable in the sense that it can be computed in a time…

Statistics Theory · Mathematics 2022-10-28 Arnak S. Dalalyan , Arshak Minasyan

The problem of robust mean estimation in high dimensions is studied, in which a certain fraction (less than half) of the datapoints can be arbitrarily corrupted. Motivated by compressive sensing, the robust mean estimation problem is…

Applications · Statistics 2022-12-08 Aditya Deshmukh , Jing Liu , Venugopal V. Veeravalli

Algorithmic robust statistics has traditionally focused on the contamination model where a small fraction of the samples are arbitrarily corrupted. We consider a recent contamination model that combines two kinds of corruptions: (i) small…

Data Structures and Algorithms · Computer Science 2024-10-23 Thanasis Pittas , Ankit Pensia

We study confidence interval construction for linear regression under Huber's contamination model, where an unknown fraction of noise variables is arbitrarily corrupted. While robust point estimation in this setting is well understood,…

Statistics Theory · Mathematics 2026-04-03 Dong Xie , Chao Gao , John Lafferty

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…

Machine Learning · Computer Science 2018-11-26 Yu Cheng , Ilias Diakonikolas , Rong Ge

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 $i^{th}$…

Machine Learning · Computer Science 2023-10-26 Daniel M. Kane , Ilias Diakonikolas , Hanshen Xiao , Sihan Liu

We study robust regression under a contamination model in which covariates are clean while the responses may be corrupted in an adaptive manner. Unlike the classical Huber's contamination model, where both covariates and responses may be…

Statistics Theory · Mathematics 2026-04-07 Ilias Diakonikolas , Chao Gao , Daniel M. Kane , Ankit Pensia , Dong Xie

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…

Machine Learning · Computer Science 2021-06-14 Zifan Liu , Jongho Park , Theodoros Rekatsinas , Christos Tzamos

We study the problem of robust estimation under heterogeneous corruption rates, where each sample may be independently corrupted with a known but non-identical probability. This setting arises naturally in distributed and federated…

Machine Learning · Computer Science 2025-10-02 Syomantak Chaudhuri , Jerry Li , Thomas A. Courtade

We propose an estimator for the mean of random variables in separable real Banach spaces using the empirical characteristic function. Assuming that the covariance operator of the random variable is bounded in a precise sense, we show that…

Statistics Theory · Mathematics 2020-11-04 Sohail Bahmani

We consider the problem of mean estimation under quantization and adversarial corruption. We construct multivariate robust estimators that are optimal up to logarithmic factors in two different settings. The first is a one-bit setting,…

Machine Learning · Statistics 2026-01-13 Pedro Abdalla , Junren Chen

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…

Data Structures and Algorithms · Computer Science 2024-07-08 Ilias Diakonikolas , Daniel M. Kane , Sushrut Karmalkar , Ankit Pensia , Thanasis Pittas

We study the problem of testing the covariance matrix of a high-dimensional Gaussian in a robust setting, where the input distribution has been corrupted in Huber's contamination model. Specifically, we are given i.i.d. samples from a…

Machine Learning · Computer Science 2021-01-01 Ilias Diakonikolas , Daniel M. Kane
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