Jules Depersin

activity

20192023

most citedRobust subgaussian estimation of a mean vector in nearly linear time

7 citations · 11 across the 5 of their papers we have counts for

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3 papers · 1 filter

math.ST2021

Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms

Jules Depersin, Guillaume Lecué

We consider the problem of robust mean and location estimation w.r.t. any pseudo-norm of the form $x \in R^{d} \to ∣∣ x ∣ ∣_{S} = sup_{v \in S} < v, x >$ where $S$ is any symmetric subs…

math.ST2021

On the robustness to adversarial corruption and to heavy-tailed data of the Stahel-Donoho median of means

Jules Depersin, Guillaume Lecué

We consider median of means (MOM) versions of the Stahel-Donoho outlyingness (SDO) [stahel 1981, donoho 1982] and of Median Absolute Deviation (MAD) functions to construct subgauss…

math.ST2019★ 7 cited

Robust subgaussian estimation of a mean vector in nearly linear time

Jules Depersin, Guillaume Lecué

We construct an algorithm, running in time $O ~ (N d + u K d)$ , which is robust to outliers and heavy-tailed data and which achieves the subgaussian rate from [Lugosi,…