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07/06/2023
The Geometric Median and Applications to Robust Mean Estimation
This paper is devoted to the statistical and numerical properties of the...
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05/30/2023
Efficient median of means estimator
The goal of this note is to present a modification of the popular median...
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10/30/2022
Robust and Tuning-Free Sparse Linear Regression via Square-Root Slope
We consider the high-dimensional linear regression model and assume that...
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03/13/2022
Median of Means Principle for Bayesian Inference
The topic of robustness is experiencing a resurgence of interest in the ...
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03/06/2022
Robust Estimation of Covariance Matrices: Adversarial Contamination and Beyond
We consider the problem of estimating the covariance structure of a rand...
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02/24/2022
U-statistics of growing order and sub-Gaussian mean estimators with sharp constants
This paper addresses the following question: given a sample of i.i.d. ra...
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11/13/2021
Minimax Supervised Clustering in the Anisotropic Gaussian Mixture Model: A new take on Robust Interpolation
We study the supervised clustering problem under the two-component aniso...
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06/02/2020
Robust and efficient mean estimation: approach based on the properties of self-normalized sums
Let X be a random variable with unknown mean and finite variance. We pre...
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04/05/2020
Asymptotic normality of robust risk minimizers
This paper investigates asymptotic properties of a class of algorithms t...
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10/16/2019
Excess risk bounds in robust empirical risk minimization
This paper investigates robust versions of the general empirical risk mi...
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12/09/2018
Uniform bounds for robust mean estimators
Median-of-means technique is an elegant and general method for estimatin...
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11/05/2018
User-Friendly Covariance Estimation for Heavy-Tailed Distributions: A Survey and Recent Results
We offer a survey of selected recent results on covariance estimation fo...
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11/05/2018
User-Friendly Covariance Estimation for Heavy-Tailed Distributions
We propose user-friendly covariance matrix estimators that are robust ag...
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01/17/2018
Robust Modifications of U-statistics and Applications to Covariance Estimation Problems
Let Y be a d-dimensional random vector with unknown mean μ and covarianc...
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04/09/2017
Distributed Statistical Estimation and Rates of Convergence in Normal Approximation
This paper presents new algorithms for distributed statistical estimatio...
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05/23/2016
