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Algorithmic High-Dimensional Robust Statistics

Algorithmic High-Dimensional Robust Statistics

No customer reviews yet ISBN 9781108837811 Cambridge University Press

Robust statistics is the study of designing estimators that perform well even when the dataset significantly deviates from the idealized modeling assumptions, such as in the presence of model misspecification or adversarial outliers in the dataset. The classical statistical theory, dating back to pioneering works by Tukey and Huber, characterizes the information-theoretic limits of robust estimation for most common problems. A recent line of work in computer science gave the first computationally efficient robust estimators in high dimensions for a range of learning tasks. This reference text for graduate students, researchers, and professionals in machine learning theory, provides an overview of recent developments in algorithmic high-dimensional robust statistics, presenting the underlying ideas in a clear and unified manner, while leveraging new perspectives on the developed techniques to provide streamlined proofs of these results. The most basic and illustrative results are analyzed in each chapter, while more tangential developments are explored in the exercises.

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BrandCambridge University Press
Pub dateSep 7, 2023
ISBN-101108837816
ISBN-139781108837811
Hardcover300.0 pages
LanguageEnglish
Dimensions9 × 1 × 6 in
Weight1 lb
Last updated 2026-03-18 22:53
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