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  3. Algorithmic High-Dimensional Robust Statistics
  • Cited by 21
Publisher:
Cambridge University Press
Online publication date:
August 2023
Print publication year:
2023
Online ISBN:
9781108943161
DOI:
https://doi.org/10.1017/9781108943161
Subjects:
Computer Science, Pattern Recognition and Machine Learning, Computational Statistics, Machine Learning and Information Science, Statistics and Probability
Information

Book description

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.

Reviews

‘This is a timely book on efficient algorithms for computing robust statistics from noisy data. It presents lucid intuitive descriptions of the algorithms as well as precise statements of results with rigorous proofs - a nice combination indeed. The topic has seen fundamental breakthroughs over the last few years and the authors are among the leading contributors. The reader will get a ringside view of the developments.’

Ravi Kannan - Visiting Professor, Indian Institute of Science

‘This volume was designed as a graduate textbook for a one-semester course, but it could also be useful for researchers and professionals in machine learning. While the foundational knowledge in computer science and statistics required is high, certain upper-level undergraduates could start their studies here. … Recommended.’

J. J. Meier Source: Choice

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