Processing math: 100%
Skip to yearly menu bar Skip to main content


Poster

Robust Mean Estimation on Highly Incomplete Data with Arbitrary Outliers

Lunjia Hu · Omer Reingold

Keywords: [ Learning Theory and Statistics ] [ Robust Statistics and Machine Learning ]


Abstract: We study the problem of robustly estimating the mean of a d-dimensional distribution given N examples, where most coordinates of every example may be missing and εN examples may be arbitrarily corrupted. Assuming each coordinate appears in a constant factor more than εN examples, we show algorithms that estimate the mean of the distribution with information-theoretically optimal dimension-independent error guarantees in nearly-linear time ˜O(Nd). Our results extend recent work on computationally-efficient robust estimation to a more widely applicable incomplete-data setting.

Chat is not available.