Table of Contents
Table of Contents:
Chapter 1 Introduction to Robust Statistics
1.1 Introduction
1.2 Contamination Model
1.3 Information-Theoretic Limits
1.4 One-Dimensional Robust Estimation
1.5 Higher-Dimensional Robust Mean Estimation
1.6 Connection with Breakdown Point
Exercises
1.7 Discussion and Related Work
Chapter 2 Robust Mean Estimation
2.1 Introduction
2.2 Stability and Robust Mean Estimation
2.3 The Unknown Convex Programming Method
2.4 The Filtering Method
Exercises
2.5 Discussion and Related Work
Chapter 3 Algorithmic Refinements in Robust Estimation
3.1 Introduction
3.2 Near-Optimal Sample Complexity of Stability
3.3 Robust Mean Estimation in Near-Linear Time
3.4 Robust Mean Estimation with Additive or Subtractive Corruptions
3.5 Robust Estimation via Non-Convex Optimization
3.6 Robust Sparse Mean Estimation
Exercises
3.7 Discussion and Related Work
Chapter 4 Robust Covariance Estimation
4.1 Introduction
4.2 Efficient Algorithm for Robust Covariance Estimation
4.3 Applications to Concrete Distribution Families
4.4 Reduction to Zero-Mean Case
Exercises
4.5 Discussion and Related Work
Chapter 5 List-Decodable Learning
5.1 Introduction
5.2 Information-Theoretic Limits of List-Decodable Learning
5.3 Efficient Algorithms for List-Decodable Mean Estimation
5.4 Application: Learning Mixture Models
Exercises
5.5 Discussion and Related Work
Chapter 6 Robust Estimation via Higher Moments
6.1 Introduction
6.2 Leveraging Higher-Degree Moments in List-Decodable Learning
6.3 List-Decodable Learning via Variance of Polynomials
6.4 List-Decodable Learning via Sum-of-Squares
6.5 Leveraging Higher Moments in Robust Mean Estimation
6.6 Clustering Mixture Models via Higher Degree Moments
Exercises
6.7 Discussion and Related Work
Chapter 7 Robust Supervised Learning
7.1 Introduction
7.2 Outlier-Robust Algorithms for Linear Regression
7.3 Robust Learning of Linear Separators
7.4 Robust Stochastic Optimization
Exercises
7.5 Discussion and Related Work
Chapter 8 Information-Computation Tradeoffs
8.1 Introduction
8.2 Statistical Query Lower Bounds
8.3 Reduction-based Computational Hardness
Exercises
8.4 Discussion and Related Work
Appendix Mathematical Background
A.1 Martingales
A.2 Hermite Polynomials
A.3 Probabilistic Inequalities