49 citations · 147 across the 13 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2019
Algorithms for Heavy-Tailed Statistics: Regression, Covariance Estimation, and Beyond
Yeshwanth Cherapanamjeri, Samuel B. Hopkins, Tarun Kathuria +2
We study efficient algorithms for linear regression and covariance estimation in the absence of Gaussian assumptions on the underlying distributions of samples, making assumptions…
math.ST2018
Mean Estimation with Sub-Gaussian Rates in Polynomial Time
Samuel B. Hopkins
We study polynomial time algorithms for estimating the mean of a heavy-tailed multivariate random vector. We assume only that the random vector has finite mean and covariance.…