261 citations · 457 across the 24 of their papers we have counts for
4 papers · 1 filter
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…
Generalized Median of Means Principle for Bayesian Inference
Stanislav Minsker, Shunan Yao
The topic of robustness is experiencing a resurgence of interest in the statistical and machine learning communities. In particular, robust algorithms making use of the so-called m…
U-statistics of growing order and sub-Gaussian mean estimators with sharp constants
Stanislav Minsker
This paper addresses the following question: given a sample of i.i.d. random variables with finite variance, can one construct an estimator of the unknown mean that performs nearly…