相关论文: Efficient and fast estimation of the geometric med…

The geometric median, also called $L^{1}$-median, is often used in robust statistics. Moreover, it is more and more usual to deal with large samples taking values in high dimensional spaces. In this context, a fast recursive estimator has…

A recursive estimator of the conditional geometric median in Hilbert spaces is studied. It is based on a stochastic gradient algorithm whose aim is to minimize a weighted L1 criterion and is consequently well adapted for robust online…

Estimation procedures based on recursive algorithms are interesting and powerful techniques that are able to deal rapidly with (very) large samples of high dimensional data. The collected data may be contaminated by noise so that robust…

Stochastic gradient algorithms are more and more studied since they can deal efficiently and online with large samples in high dimensional spaces. In this paper, we first establish a Central Limit Theorem for these estimates as well as for…

Online averaged stochastic gradient algorithms are more and more studied since (i) they can deal quickly with large sample taking values in high dimensional spaces, (ii) they enable to treat data sequentially, (iii) they are known to be…

In the context of large samples, a small number of individuals might spoil basic statistical indicators like the mean. It is difficult to detect automatically these atypical individuals, and an alternative strategy is using robust…

There are several applications of stochastic optimization where one can benefit from a robust estimate of the gradient. For example, domains such as distributed learning with corrupted nodes, the presence of large outliers in the training…

An usual problem in statistics consists in estimating the minimizer of a convex function. When we have to deal with large samples taking values in high dimensional spaces, stochastic gradient algorithms and their averaged versions are…

The geometric median covariation matrix is a robust multivariate indicator of dispersion which can be extended without any difficulty to functional data. We define estimators, based on recursive algorithms, that can be simply updated at…

This paper is devoted to the statistical and numerical properties of the geometric median, and its applications to the problem of robust mean estimation via the median of means principle. Our main theoretical results include (a) an upper…

Estimating the geometric median of a dataset is a robust counterpart to mean estimation, and is a fundamental problem in computational geometry. Recently, [HSU24] gave an $(\varepsilon, \delta)$-differentially private algorithm obtaining an…

In this paper, we define the geometric median of a probability measure on a Riemannian manifold, give its characterization and a natural condition to ensure its uniqueness. In order to calculate the median in practical cases, we also…

The growing interest for high dimensional and functional data analysis led in the last decade to an important research developing a consequent amount of techniques. Parallelized algorithms, which consist in distributing and treat the data…

For finite-dimensional problems, stochastic approximation methods have long been used to solve stochastic optimization problems. Their application to infinite-dimensional problems is less understood, particularly for nonconvex objectives.…

We study the sublinear multivariate mean estimation problem in $d$-dimensional Euclidean space. Specifically, we aim to find the mean $\mu$ of a ground point set $A$, which minimizes the sum of squared Euclidean distances of the points in…

The geometric median, a notion of center for multivariate distributions, has gained recent attention in robust statistics and machine learning. Although conceptually distinct from the mean (i.e., expectation), we demonstrate that both are…

We develop a distributed stochastic gradient descent algorithm for solving non-convex optimization problems under the assumption that the local objective functions are twice continuously differentiable with Lipschitz continuous gradients…

The stochastic gradient descent (SGD) algorithm is widely used for parameter estimation, especially for huge data sets and online learning. While this recursive algorithm is popular for computation and memory efficiency, quantifying…

This paper considers a distributed stochastic strongly convex optimization, where agents connected over a network aim to cooperatively minimize the average of all agents' local cost functions. Due to the stochasticity of gradient estimation…

Clustering with fast algorithms large samples of high dimensional data is an important challenge in computational statistics. Borrowing ideas from MacQueen (1967) who introduced a sequential version of the $k$-means algorithm, a new class…