Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
126 tokens/sec
GPT-4o
47 tokens/sec
Gemini 2.5 Pro Pro
43 tokens/sec
o3 Pro
4 tokens/sec
GPT-4.1 Pro
47 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

Outlier-Robust Sparse Estimation via Non-Convex Optimization (2109.11515v2)

Published 23 Sep 2021 in cs.LG, cs.DS, math.OC, math.ST, stat.ML, and stat.TH

Abstract: We explore the connection between outlier-robust high-dimensional statistics and non-convex optimization in the presence of sparsity constraints, with a focus on the fundamental tasks of robust sparse mean estimation and robust sparse PCA. We develop novel and simple optimization formulations for these problems such that any approximate stationary point of the associated optimization problem yields a near-optimal solution for the underlying robust estimation task. As a corollary, we obtain that any first-order method that efficiently converges to stationarity yields an efficient algorithm for these tasks. The obtained algorithms are simple, practical, and succeed under broader distributional assumptions compared to prior work.

Citations (13)

Summary

We haven't generated a summary for this paper yet.

Github Logo Streamline Icon: https://streamlinehq.com
Youtube Logo Streamline Icon: https://streamlinehq.com