Mean estimation and regression under heavy-tailed distributions--a survey

10 June 2019

Gabor Lugosi

Papers citing "Mean estimation and regression under heavy-tailed distributions--a survey"

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Title
Statistical Mean Estimation with Coded Relayed Observations Yan Hao Ling Zhouhao Yang Jonathan Scarlett 27 0 0 14 May 2025
Do we really need the Rademacher complexities? Daniel Bartl S. Mendelson 68 0 0 24 Feb 2025
Catoni Contextual Bandits are Robust to Heavy-tailed Rewards Chenlu Ye Yujia Jin Alekh Agarwal Tong Zhang 109 0 0 04 Feb 2025
Differential Private Stochastic Optimization with Heavy-tailed Data: Towards Optimal Rates Puning Zhao Xiaogang Xu Zhe Liu Chong Wang Rongfei Fan Qingming Li 50 1 0 19 Aug 2024
$Denoising L\évy Probabilistic Models$ Denoising L\évy Probabilistic Models Dario Shariatian Umut Simsekli Alain Durmus DiffM 24 2 0 26 Jul 2024
Treatment of Statistical Estimation Problems in Randomized Smoothing for Adversarial Robustness Vaclav Voracek AAML 46 1 0 25 Jun 2024
SGD with Clipping is Secretly Estimating the Median Gradient Fabian Schaipp Guillaume Garrigos Umut Simsekli Robert M. Gower 39 0 0 20 Feb 2024
Optimality in Mean Estimation: Beyond Worst-Case, Beyond Sub-Gaussian, and Beyond $1+α$ Moments Trung Dang Jasper C. H. Lee Maoyuan Song Paul Valiant 27 1 0 21 Nov 2023
Time-Uniform Confidence Spheres for Means of Random Vectors Ben Chugg Hongjian Wang Aaditya Ramdas 51 5 0 14 Nov 2023
CRIMED: Lower and Upper Bounds on Regret for Bandits with Unbounded Stochastic Corruption Shubhada Agrawal Timothée Mathieu D. Basu Odalric-Ambrym Maillard 30 2 0 28 Sep 2023
Tight Bounds for Local Glivenko-Cantelli Moïse Blanchard Václav Vorácek 32 5 0 03 Aug 2023
Provably Robust Temporal Difference Learning for Heavy-Tailed Rewards Semih Cayci A. Eryilmaz 31 2 0 20 Jun 2023
Entropic covariance models Piotr Zwiernik 22 2 0 06 Jun 2023
Efficient median of means estimator Stanislav Minsker 20 5 0 30 May 2023
Robust Functional Data Analysis for Discretely Observed Data Lingxuan Shao Fang Yao 16 0 0 25 May 2023
Truncating Trajectories in Monte Carlo Reinforcement Learning Riccardo Poiani Alberto Maria Metelli Marcello Restelli 29 2 0 07 May 2023
Noisy recovery from random linear observations: Sharp minimax rates under elliptical constraints Reese Pathak Martin J. Wainwright Lin Xiao 36 5 0 22 Mar 2023
Extrapolated cross-validation for randomized ensembles Jin-Hong Du Pratik V. Patil Kathryn Roeder Arun K. Kuchibhotla 15 5 0 27 Feb 2023
On Private and Robust Bandits Yulian Wu Xingyu Zhou Youming Tao Di Wang 24 5 0 06 Feb 2023
Robust empirical risk minimization via Newton's method Eirini Ioannou Muni Sreenivas Pydi Po-Ling Loh 23 2 0 30 Jan 2023
Robust variance-regularized risk minimization with concomitant scaling Matthew J. Holland 31 1 0 27 Jan 2023
On deviation probabilities in non-parametric regression Anna Ben-Hamou A. Guyader 37 1 0 25 Jan 2023
Statistically Optimal Robust Mean and Covariance Estimation for Anisotropic Gaussians A. Minasyan Nikita Zhivotovskiy 34 9 0 21 Jan 2023
Quantizing Heavy-tailed Data in Statistical Estimation: (Near) Minimax Rates, Covariate Quantization, and Uniform Recovery Junren Chen Michael Kwok-Po Ng Di Wang MQ 28 13 0 30 Dec 2022
Robustifying Markowitz W. Hardle Yegor Klochkov Alla Petukhina Nikita Zhivotovskiy 19 7 0 28 Dec 2022
Quantum policy gradient algorithms Sofiene Jerbi A. Cornelissen M. Ozols Vedran Dunjko 29 11 0 19 Dec 2022
Outlier-Robust Sparse Mean Estimation for Heavy-Tailed Distributions Ilias Diakonikolas D. Kane Jasper C. H. Lee Ankit Pensia 27 12 0 29 Nov 2022
PopArt: Efficient Sparse Regression and Experimental Design for Optimal Sparse Linear Bandits Kyoungseok Jang Chicheng Zhang Kwang-Sung Jun 38 14 0 25 Oct 2022
A Non-Asymptotic Moreau Envelope Theory for High-Dimensional Generalized Linear Models Lijia Zhou Frederic Koehler Pragya Sur Danica J. Sutherland Nathan Srebro 85 9 0 21 Oct 2022
On Catoni's M-Estimation Pengtao Li Hanchao Wang 16 0 0 15 Oct 2022
Robust Online and Distributed Mean Estimation Under Adversarial Data Corruption Tong Yao S. Sundaram FedML 33 3 0 17 Sep 2022
Robust Methods for High-Dimensional Linear Learning Ibrahim Merad Stéphane Gaïffas OOD 52 3 0 10 Aug 2022
Algorithmic Stability of Heavy-Tailed Stochastic Gradient Descent on Least Squares Anant Raj Melih Barsbey Mert Gurbuzbalaban Lingjiong Zhu Umut Simsekli 24 9 0 02 Jun 2022
Covariance Estimation: Optimal Dimension-free Guarantees for Adversarial Corruption and Heavy Tails Pedro Abdalla Nikita Zhivotovskiy 38 25 0 17 May 2022
U-statistics of growing order and sub-Gaussian mean estimators with sharp constants Stanislav Minsker 27 13 0 24 Feb 2022
Exponential Tail Local Rademacher Complexity Risk Bounds Without the Bernstein Condition Varun Kanade Patrick Rebeschini Tomas Vaskevicius 39 10 0 23 Feb 2022
Learning Mixtures of Linear Dynamical Systems Yanxi Chen H. Vincent Poor 22 17 0 26 Jan 2022
Minimax risk classifiers with 0-1 loss Santiago Mazuelas Mauricio Romero Peter Grünwald 34 6 0 17 Jan 2022
Non-Asymptotic Guarantees for Robust Statistical Learning under Infinite Variance Assumption Lihu Xu Fang Yao Qiuran Yao Huiming Zhang 38 10 0 10 Jan 2022
Posterior concentration and fast convergence rates for generalized Bayesian learning L. Ho Binh T. Nguyen Vu C. Dinh D. M. Nguyen 30 5 0 19 Nov 2021
Nearly Optimal Algorithms for Level Set Estimation Blake Mason Romain Camilleri Subhojyoti Mukherjee Kevin G. Jamieson Robert D. Nowak Lalit P. Jain 30 22 0 02 Nov 2021
Collaborative Pure Exploration in Kernel Bandit Yihan Du Wei Chen Yuko Kuroki Longbo Huang 45 10 0 29 Oct 2021
A Survey of Learning Criteria Going Beyond the Usual Risk Matthew J. Holland Kazuki Tanabe FaML 29 4 0 11 Oct 2021
Dimension-free Bounds for Sums of Independent Matrices and Simple Tensors via the Variational Principle Nikita Zhivotovskiy 24 35 0 18 Aug 2021
Do we need to estimate the variance in robust mean estimation? Qiang Sun OOD 32 7 0 30 Jun 2021
Non-asymptotic analysis and inference for an outlyingness induced winsorized mean Y. Zuo 27 1 0 05 May 2021
Distribution-Free Robust Linear Regression Jaouad Mourtada Tomas Vaskevicius Nikita Zhivotovskiy OOD 36 23 0 25 Feb 2021
On Monte-Carlo methods in convex stochastic optimization Daniel Bartl S. Mendelson 25 8 0 19 Jan 2021
Optimal Mean Estimation without a Variance Yeshwanth Cherapanamjeri Nilesh Tripuraneni Peter L. Bartlett Michael I. Jordan 26 21 0 24 Nov 2020
Multivariate mean estimation with direction-dependent accuracy Gabor Lugosi S. Mendelson 33 12 0 22 Oct 2020