Robust regression with covariate filtering: Heavy tails and adversarial contamination

Varun Jog
Varun Jog
Po-Ling Loh
Po-Ling Loh
Cited by: 0|Views4

Abstract:

We study the problem of linear regression where both covariates and responses are potentially (i) heavy-tailed and (ii) adversarially contaminated. Several computationally efficient estimators have been proposed for the simpler setting where the covariates are sub-Gaussian and uncontaminated; however, these estimators may fail when the ...More

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