Robustness implies privacy in statistical estimation

SB Hopkins, G Kamath, M Majid… - Proceedings of the 55th …, 2023 - dl.acm.org
We study the relationship between adversarial robustness and differential privacy in high-
dimensional algorithmic statistics. We give the first black-box reduction from privacy to …

Privately estimating a Gaussian: Efficient, robust, and optimal

D Alabi, PK Kothari, P Tankala, P Venkat… - Proceedings of the 55th …, 2023 - dl.acm.org
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 …

Robust sparse mean estimation via sum of squares

I Diakonikolas, DM Kane, S Karmalkar… - … on Learning Theory, 2022 - proceedings.mlr.press
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 …

Sos certifiability of subgaussian distributions and its algorithmic applications

I Diakonikolas, SB Hopkins, A Pensia… - arXiv preprint arXiv …, 2024 - arxiv.org
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 …

List-decodable covariance estimation

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 …

Outlier-robust Mean Estimation near the Breakdown Point via Sum-of-Squares

H Chen, DN Sridharan, D Steurer - Proceedings of the 2025 Annual ACM …, 2025 - SIAM
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 …

Robust mean estimation without moments for symmetric distributions

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 …

Attacking Byzantine Robust Aggregation in High Dimensions

S Choudhary, A Kolluri… - 2024 IEEE Symposium on …, 2024 - ieeexplore.ieee.org
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 …

Computational Lower Bounds for Regret Minimization in Normal-Form Games

I Anagnostides, A Kalavasis, T Sandholm - arXiv preprint arXiv …, 2024 - arxiv.org
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 …

Robust Sparse Regression with Non-Isotropic Designs

CH Liu, G Novikov - arXiv preprint arXiv:2410.23937, 2024 - arxiv.org
We develop a technique to design efficiently computable estimators for sparse linear
regression in the simultaneous presence of two adversaries: oblivious and adaptive. We …