Robust estimators in high dimensions without the computational intractability
From MaRDI portal
Cited in
(10)- Robust Regression with Covariate Filtering: Heavy Tails and Adversarial Contamination
- Attribute-efficient learning of halfspaces with malicious noise: near-optimal label complexity and noise tolerance
- On the sample complexity of privately learning unbounded high-dimensional Gaussians
- Polynomial-time sum-of-squares can robustly estimate mean and covariance of Gaussians optimally
- Can adversarially robust learning leverage computational hardness?
- Sample efficient identity testing and independence testing of quantum states
- Buying data over time: approximately optimal strategies for dynamic data-driven decisions
- Nearly minimax robust estimator of the mean vector by iterative spectral dimension reduction
- Outlier-robust nonsmooth stochastic optimization
- Robust estimation for kernel exponential families with smoothed total variation distances
This page was built for publication: Robust estimators in high dimensions without the computational intractability
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6946432)