3 papers
cs.DS2026
On efficient robust regression with subquadratic samples
Deeksha Adil, JarosÅaw BÅasiok, Hongjie Chen +1
We revisit the problem of robust linear regression under Gaussian covariates with an unknown covariance matrix of condition number . For this fundamental problem, significant g…
cs.DS2025
Improved Robust Estimation for ErdÅs-Rényi Graphs: The Sparse Regime and Optimal Breakdown Point
Hongjie Chen, Jingqiu Ding, Yiding Hua +1
We study the problem of robustly estimating the edge density of ErdÅs-Rényi random graphs when an adversary can arbitrarily add or remove edges incident to an $…
cs.DS2024
Outlier-robust Mean Estimation near the Breakdown Point via Sum-of-Squares
Hongjie Chen, Deepak Narayanan Sridharan, David Steurer
We revisit the problem of estimating the mean of a high-dimensional distribution in the presence of an -fraction of adversarial outliers. When is at most…