Algorithmic High-Dimensional Robust Statistics - Ilias Diakonikolas

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Algorithmic High-Dimensional Robust Statistics

By: Ilias Diakonikolas, Daniel M. Kane

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Hardcover | 7 September 2023

At a Glance

Hardcover
300 Pages

Dimensions(cm)
22.86 x 15.24 x 2.54

Hardcover

RRP $89.95

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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 in high dimensions for a range of learning tasks. This reference text for graduate students, researchers, and professionals in machine learning theory, provides an overview of recent developments in algorithmic high-dimensional robust statistics, presenting the underlying ideas in a clear and unified manner, while leveraging new perspectives on the developed techniques to provide streamlined proofs of these results. The most basic and illustrative results are analyzed in each chapter, while more tangential developments are explored in the exercises.

Industry Reviews

'This is a timely book on efficient algorithms for computing robust statistics from noisy data. It presents lucid intuitive descriptions of the algorithms as well as precise statements of results with rigorous proofs - a nice combination indeed. The topic has seen fundamental breakthroughs over the last few years and the authors are among the leading contributors. The reader will get a ringside view of the developments.' Ravi Kannan, Visiting Professor, Indian Institute of Science

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