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Recent advances in high dimensional robust statistics

Daniel Kane
University of California, San Diego
December 11, 2017
It is classically understood how to learn the parameters of a Gaussian even in high dimensions from independent samples. However, estimators like the sample mean are very fragile to noise. In particular, a single corrupted sample can arbitrarily distort the sample mean. More generally we would like to be able to estimate the parameters of a distribution even if a small fraction of the samples are corrupted, potentially adversarially.