In this work, we give efficient algorithms for privately estimating a Gaussian distribution in both pure and approximate differential privacy (DP) models with optimal dependence on the …
We study the problem of high-dimensional sparse mean estimation in the presence of an $\epsilon $-fraction of adversarial outliers. Prior work obtained sample and computationally …
We prove that there is a universal constant $ C> 0$ so that for every $ d\in\mathbb N $, every centered subgaussian distribution $\mathcal D $ on $\mathbb R^ d $, and every even …
M Ivkov, PK Kothari - Proceedings of the 54th Annual ACM SIGACT …, 2022 - dl.acm.org
We give the first polynomial time algorithm for list-decodable covariance estimation. For any α> 0, our algorithm takes input a sample Y⊆ d of size n≥ d poly (1/α) obtained by …
We revisit the problem of estimating the mean of a high-dimensional distribution in the presence of an ε-fraction of adversarial outliers. When ε is at most some sufficiently small …
G Novikov, D Steurer, S Tiegel - Advances in Neural …, 2024 - proceedings.neurips.cc
We study the problem of robustly estimating the mean or location parameter without moment assumptions. Known computationally efficient algorithms rely on strong distributional …
Training modern neural networks or models typically requires averaging over a sample of high-dimensional vectors. Poisoning attacks can skew or bias the average vectors used to …
A celebrated connection in the interface of online learning and game theory establishes that players minimizing swap regret converge to correlated equilibria (CE)--a seminal game …
We develop a technique to design efficiently computable estimators for sparse linear regression in the simultaneous presence of two adversaries: oblivious and adaptive. We …