Algorithmic High-Dimensional Robust Statistics
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(17)- Non-asymptotic analysis and inference for an outlyingness induced winsorized mean
- A characterization of list learnability
- Gaussian differentially private robust mean estimation and inference
- Information theoretic limits of robust sub-Gaussian mean estimation under star-shaped constraints
- Sparse linear regression when noises and covariates are heavy-tailed and contaminated by outliers
- Outlier-robust nonsmooth stochastic optimization
- A combinatorial approach to robust PCA
- Distributionally robust optimization and robust statistics
- Uniform bounds for robust mean estimators
- Distributionally robust optimization
- Robust Regression with Covariate Filtering: Heavy Tails and Adversarial Contamination
- Covariance operator estimation: sparsity, lengthscale, and ensemble Kalman filters
- Robust detection of watermarks for large language models under human edits
- Robust estimation for kernel exponential families with smoothed total variation distances
- Adaptive robust confidence intervals
- The full landscape of robust mean testing: sharp separations between oblivious and adaptive contamination
- Estimation beyond missing (completely) at random
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