Outlier-Robust High-Dimensional Sparse Estimation via Iterative Filtering

ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 32 (NIPS 2019), pp. 10688-10699, 2019.

Cited by: 7|Bibtex|Views45|
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Keywords:
ellipsoid method

Abstract:

We study high-dimensional sparse estimation tasks in a robust setting where a constant fraction of the dataset is adversarially corrupted. Specifically, we focus on the fundamental problems of robust sparse mean estimation and robust sparse PCA. We give the first practically viable robust estimators for these problems. In more detail, our...More

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