Robust estimation via robust gradient estimation
نویسندگان
چکیده
منابع مشابه
Robust Estimation via Robust Gradient Estimation
We provide a new computationally-efficient class of estimators for risk minimization. We show that these estimators are robust for general statistical models: in the classical Huber ǫ-contamination model and in heavy-tailed settings. Our workhorse is a novel robust variant of gradient descent, and we provide conditions under which our gradient descent variant provides accurate estimators in a g...
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ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2020
ISSN: 1369-7412
DOI: 10.1111/rssb.12364