261 citations · 457 across the 24 of their papers we have counts for
28 papers
Sub-Gaussian Confidence Intervals for Heavy-Tailed Data: Characterizing the Limits of Inference
Ilyes Hammouda, Stanislav Minsker, Mohamed Ndaoud
We investigate the problem of uncertainty quantification in the mean estimation framework. Given an i.i.d. sample from a distribution with unknown mean and variance , we w…
Deviation inequalities for U-processes of growing order, with applications to half-space depth
Stanislav Minsker, Shunan Yao
We prove new deviation inequalities for infinite-order U-processes, that is, U-processes whose order may increase with the sample size. Our goal is to obtain the sharpest possible…
The Geometric Median and Applications to Robust Mean Estimation
Stanislav Minsker, Nate Strawn
This paper is devoted to the statistical and numerical properties of the geometric median, and its applications to the problem of robust mean estimation via the median of means pri…
Efficient median of means estimator
Stanislav Minsker
The goal of this note is to present a modification of the popular median of means estimator that achieves sub-Gaussian deviation bounds with nearly optimal constants under minimal…
Robust and Tuning-Free Sparse Linear Regression via Square-Root Slope
Stanislav Minsker, Mohamed Ndaoud, Lang Wang
We consider the high-dimensional linear regression model and assume that a fraction of the measurements are altered by an adversary with complete knowledge of the data and the unde…
Robust Estimation of Covariance Matrices: Adversarial Contamination and Beyond
Stanislav Minsker, Lang Wang
We consider the problem of estimating the covariance structure of a random vector from a sample . We are interested in the situation when is…