Corpus ID: 11170731

Robust Sparse Estimation Tasks in High Dimensions

@article{Li2017RobustSE,
  title={Robust Sparse Estimation Tasks in High Dimensions},
  author={Jerry Li},
  journal={ArXiv},
  year={2017},
  volume={abs/1702.05860}
}
  • Jerry Li
  • Published in ArXiv 2017
  • Mathematics, Computer Science
  • In this paper we initiate the study of whether or not sparse estimation tasks can be performed efficiently in high dimensions, in the robust setting where an $\eps$-fraction of samples are corrupted adversarially. We study the natural robust version of two classical sparse estimation problems, namely, sparse mean estimation and sparse PCA in the spiked covariance model. For both of these problems, we provide the first efficient algorithms that provide non-trivial error guarantees in the… CONTINUE READING

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