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Algorithmic High-Dimensional Robust Statistics - Diakonikolas, Ilias, and Kane, Daniel M
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Robust statistics is the study of designing estimators that perform well even when the dataset significantly deviates from the idealized modeling assumptions, such as in the presence of model misspecification or adversarial outliers in the dataset. The classical statistical theory, dating back to pioneering works by Tukey and Huber, characterizes the information-theoretic limits of robust estimation for most common problems. A recent line of work in computer science gave the first computationally efficient robust estimators ...

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Algorithmic High-Dimensional Robust Statistics 2023, Cambridge University Press, New York

ISBN-13: 9781108837811

Hardcover