Fast Mean Estimation with Sub-Gaussian Rates

6 February 2019

Papers citing "Fast Mean Estimation with Sub-Gaussian Rates"

50 / 53 papers shown

Title
The Empirical Mean is Minimax Optimal for Local Glivenko-Cantelli Doron Cohen A. Kontorovich Roi Weiss 64 0 0 02 Oct 2024
Optimal sub-Gaussian variance proxy for truncated Gaussian and exponential random variables Mathias Barreto Olivier Marchal Julyan Arbel 57 0 0 13 Mar 2024
Information Lower Bounds for Robust Mean Estimation Rémy Degenne Timothée Mathieu 48 0 0 04 Mar 2024
Near-Optimal Algorithms for Gaussians with Huber Contamination: Mean Estimation and Linear Regression Ilias Diakonikolas Daniel M. Kane Ankit Pensia Thanasis Pittas 97 2 0 04 Dec 2023
Beyond Catoni: Sharper Rates for Heavy-Tailed and Robust Mean Estimation Shivam Gupta Samuel B. Hopkins Eric Price 108 2 0 21 Nov 2023
Statistical Barriers to Affine-equivariant Estimation Zihao Chen Yeshwanth Cherapanamjeri 86 0 0 16 Oct 2023
Robust Stochastic Optimization via Gradient Quantile Clipping Ibrahim Merad Stéphane Gaïffas 79 2 0 29 Sep 2023
Tight Bounds for Local Glivenko-Cantelli Moïse Blanchard Václav Vorácek 75 7 0 03 Aug 2023
Geometry-Aware Adaptation for Pretrained Models Nicholas Roberts Xintong Li Dyah Adila Sonia Cromp Tzu-Heng Huang Jitian Zhao Frederic Sala VLM 57 1 0 23 Jul 2023
The Geometric Median and Applications to Robust Mean Estimation Stanislav Minsker Nate Strawn 66 4 0 06 Jul 2023
Finite-Sample Symmetric Mean Estimation with Fisher Information Rate Shivam Gupta Jasper C. H. Lee Eric Price FedML 61 5 0 28 Jun 2023
High-dimensional Location Estimation via Norm Concentration for Subgamma Vectors Shivam Gupta Jasper C. H. Lee Eric Price 58 7 0 05 Feb 2023
Robustifying Markowitz W. Hardle Yegor Klochkov Alla Petukhina Nikita Zhivotovskiy 59 7 0 28 Dec 2022
Exponential Concentration for Geometric-Median-of-Means in Non-Positive Curvature Spaces H. Yun B. Park 79 4 0 30 Nov 2022
Outlier-Robust Sparse Mean Estimation for Heavy-Tailed Distributions Ilias Diakonikolas D. Kane Jasper C. H. Lee Ankit Pensia 55 12 0 29 Nov 2022
Privacy Induces Robustness: Information-Computation Gaps and Sparse Mean Estimation Kristian Georgiev Samuel B. Hopkins FedML 101 24 0 01 Nov 2022
$A spectral least-squares-type method for heavy-tailed corrupted regression with unknown covariance \& heterogeneous noise$ A spectral least-squares-type method for heavy-tailed corrupted regression with unknown covariance \& heterogeneous noise R. I. Oliveira Zoraida F. Rico Philip Thompson 65 0 0 06 Sep 2022
Robust Methods for High-Dimensional Linear Learning Ibrahim Merad Stéphane Gaïffas OOD 91 3 0 10 Aug 2022
List-Decodable Covariance Estimation Misha Ivkov Pravesh Kothari 94 8 0 22 Jun 2022
Robust and Sparse Estimation of Linear Regression Coefficients with Heavy-tailed Noises and Covariates Takeyuki Sasai 75 4 0 15 Jun 2022
Robust supervised learning with coordinate gradient descent Stéphane Gaïffas Ibrahim Merad OOD 69 2 0 31 Jan 2022
Efficient Mean Estimation with Pure Differential Privacy via a Sum-of-Squares Exponential Mechanism Samuel B. Hopkins Gautam Kamath Mahbod Majid FedML 87 62 0 25 Nov 2021
Heavy-tailed Streaming Statistical Estimation Che-Ping Tsai Adarsh Prasad Sivaraman Balakrishnan Pradeep Ravikumar 86 10 0 25 Aug 2021
Concentration study of M-estimators using the influence function Timothée Mathieu 75 8 0 09 Apr 2021
Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms Jules Depersin Guillaume Lecué 84 12 0 01 Feb 2021
On the robustness to adversarial corruption and to heavy-tailed data of the Stahel-Donoho median of means Jules Depersin Guillaume Lecué 53 12 0 22 Jan 2021
On Monte-Carlo methods in convex stochastic optimization Daniel Bartl S. Mendelson 70 8 0 19 Jan 2021
Optimal Mean Estimation without a Variance Yeshwanth Cherapanamjeri Nilesh Tripuraneni Peter L. Bartlett Michael I. Jordan 77 23 0 24 Nov 2020
$Optimal Sub-Gaussian Mean Estimation in $\mathbb{R}$$ Optimal Sub-Gaussian Mean Estimation in $\mathbb{R}$ Jasper C. H. Lee Paul Valiant 53 3 0 17 Nov 2020
Adversarial Robust Low Rank Matrix Estimation: Compressed Sensing and Matrix Completion Takeyuki Sasai Hironori Fujisawa 118 0 0 25 Oct 2020
Multivariate mean estimation with direction-dependent accuracy Gabor Lugosi S. Mendelson 64 12 0 22 Oct 2020
Robust and Heavy-Tailed Mean Estimation Made Simple, via Regret Minimization Samuel B. Hopkins Jingkai Li Fred Zhang OOD 86 62 0 31 Jul 2020
Outlier Robust Mean Estimation with Subgaussian Rates via Stability Ilias Diakonikolas D. Kane Ankit Pensia 80 59 0 30 Jul 2020
A spectral algorithm for robust regression with subgaussian rates Jules Depersin 74 14 0 12 Jul 2020
Robust Meta-learning for Mixed Linear Regression with Small Batches Weihao Kong Raghav Somani Sham Kakade Sewoong Oh OOD 86 35 0 17 Jun 2020
Generalization Bounds in the Presence of Outliers: a Median-of-Means Study Pierre Laforgue Guillaume Staerman Stephan Clémençon 85 3 0 09 Jun 2020
Designing Differentially Private Estimators in High Dimensions Aditya Dhar Jason Huang 51 1 0 02 Jun 2020
Universal Robust Regression via Maximum Mean Discrepancy Pierre Alquier Mathieu Gerber 139 16 0 01 Jun 2020
Robust subgaussian estimation with VC-dimension Jules Depersin 85 12 0 24 Apr 2020
Nearly Optimal Robust Mean Estimation via Empirical Characteristic Function S. Bahmani 43 5 0 05 Apr 2020
Private Mean Estimation of Heavy-Tailed Distributions Gautam Kamath Vikrant Singhal Jonathan R. Ullman 111 100 0 21 Feb 2020
All-In-One Robust Estimator of the Gaussian Mean A. Dalalyan A. Minasyan 116 25 0 04 Feb 2020
Algorithms for Heavy-Tailed Statistics: Regression, Covariance Estimation, and Beyond Yeshwanth Cherapanamjeri Samuel B. Hopkins Tarun Kathuria P. Raghavendra Nilesh Tripuraneni 150 39 0 23 Dec 2019
Recent Advances in Algorithmic High-Dimensional Robust Statistics Ilias Diakonikolas D. Kane OOD 118 184 0 14 Nov 2019
Lecture Notes: Selected topics on robust statistical learning theory M. Lerasle OOD 75 32 0 28 Aug 2019
A Fast Spectral Algorithm for Mean Estimation with Sub-Gaussian Rates Zhixian Lei K. Luh Prayaag Venkat Fred Zhang 114 35 0 13 Aug 2019
Robust multivariate mean estimation: the optimality of trimmed mean Gabor Lugosi S. Mendelson 87 126 0 26 Jul 2019
A Unified Approach to Robust Mean Estimation Adarsh Prasad Sivaraman Balakrishnan Pradeep Ravikumar 63 27 0 01 Jul 2019
Mean estimation and regression under heavy-tailed distributions--a survey Gabor Lugosi S. Mendelson 105 246 0 10 Jun 2019
Robust subgaussian estimation of a mean vector in nearly linear time Jules Depersin Guillaume Lecué 143 92 0 07 Jun 2019