4 papers
Robust Sparse Estimation for Gaussians with Optimal Error under Huber Contamination
Ilias Diakonikolas, Daniel M. Kane, Sushrut Karmalkar +2
We study Gaussian sparse estimation tasks in Huber's contamination model with a focus on mean estimation, PCA, and linear regression. For each of these tasks, we give the first sam…
Statistical Query Lower Bounds for Learning Truncated Gaussians
Ilias Diakonikolas, Daniel M. Kane, Thanasis Pittas +1
We study the problem of estimating the mean of an identity covariance Gaussian in the truncated setting, in the regime when the truncation set comes from a low-complexity family $\…
Nearly-Linear Time and Streaming Algorithms for Outlier-Robust PCA
Ilias Diakonikolas, Daniel M. Kane, Ankit Pensia +1
We study principal component analysis (PCA), where given a dataset in from a distribution, the task is to find a unit vector that approximately maximizes the var…
A Spectral Algorithm for List-Decodable Covariance Estimation in Relative Frobenius Norm
Ilias Diakonikolas, Daniel M. Kane, Jasper C. H. Lee +2
We study the problem of list-decodable Gaussian covariance estimation. Given a multiset of points in such that an unknown fraction of points in ar…