Geometric median and robust estimation in Banach spaces

From MaRDI portal
Publication:122792

DOI10.3150/14-bej645zbMath1348.60041arXiv1308.1334OpenAlexW1753414968WikidataQ105584434 ScholiaQ105584434MaRDI QIDQ122792

Stanislav Minsker, Stanislav Minsker

Publication date: 1 November 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1308.1334




Related Items

Robust sub-Gaussian estimation of a mean vector in nearly linear timeA shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recoveryA New Principle for Tuning-Free Huber RegressionOn the measure of anchored Gaussian simplices, with applications to multivariate mediansSimpler PAC-Bayesian bounds for hostile dataOn weighted multivariate sign functionsConcentration study of M-estimators using the influence functionRobust estimation of \(U\)-statisticsSparse linear models and \(l_1\)-regularized 2SLS with high-dimensional endogenous regressors and instrumentsOptimal robust mean and location estimation via convex programs with respect to any pseudo-normsRobust and parallel Bayesian model selectionByzantine-robust distributed sparse learning for \(M\)-estimationRegularization, sparse recovery, and median-of-means tournamentsEmpirical risk minimization for heavy-tailed lossesConfidence regions and minimax rates in outlier-robust estimation on the probability simplexLinear-Cost Covariance Functions for Gaussian Random FieldsRobust distributed multicategory angle-based classification for massive dataUnnamed ItemUnnamed ItemUNIFORM-IN-SUBMODEL BOUNDS FOR LINEAR REGRESSION IN A MODEL-FREE FRAMEWORKRobust machine learning by median-of-means: theory and practiceMean estimation with sub-Gaussian rates in polynomial timeRobust inference via multiplier bootstrapRobust supervised learning with coordinate gradient descentRobust high-dimensional tuning free multiple testingRobust regression using biased objectivesDimension-free bounds for sums of independent matrices and simple tensors via the variational principleInference in a Class of Optimization Problems: Confidence Regions and Finite Sample Bounds on Errors in Coverage ProbabilitiesMean estimation in high dimensionRobust classification via MOM minimizationOn the optimality of averaging in distributed statistical learningERM and RERM are optimal estimators for regression problems when malicious outliers corrupt the labelsSub-Gaussian estimators of the mean of a random vectorRobust dimension-free Gram operator estimatesSub-Gaussian estimators of the mean of a random matrix with heavy-tailed entriesSolvable integration problems and optimal sample size selectionA case study competition among methods for analyzing large spatial dataGeometric median and robust estimation in Banach spacesSBmedianDistributed statistical estimation and rates of convergence in normal approximationRandomized maximum-contrast selection: subagging for large-scale regressionAlgorithms of robust stochastic optimization based on mirror descent methodNearly optimal robust mean estimation via empirical characteristic functionUser-friendly covariance estimation for heavy-tailed distributionsIteratively reweighted \(\ell_1\)-penalized robust regressionConvergence rates of least squares regression estimators with heavy-tailed errorsA Well-Tempered Landscape for Non-convex Robust Subspace RecoveryFinite sample properties of parametric MMD estimation: robustness to misspecification and dependenceRobust and Scalable Bayes via a Median of Subset Posterior MeasuresEfficient learning with robust gradient descentScale calibration for high-dimensional robust regressionMultidimensional linear functional estimation in sparse Gaussian models and robust estimation of the meanMean estimation and regression under heavy-tailed distributions: A surveyNear-optimal mean estimators with respect to general normsAffine-equivariant inference for multivariate location under \({L_p}\) loss functionsHigh dimensional generalized linear models for temporal dependent dataDistribution-free robust linear regression



Cites Work


This page was built for publication: Geometric median and robust estimation in Banach spaces