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Poster

List-Decodable Sparse Mean Estimation

Shiwei Zeng · Jie Shen

Hall J (level 1) #837

Abstract: Robust mean estimation is one of the most important problems in statistics: given a set of samples in Rd where an α fraction are drawn from some distribution D and the rest are adversarially corrupted, we aim to estimate the mean of D. A surge of recent research interest has been focusing on the list-decodable setting where α(0,12], and the goal is to output a finite number of estimates among which at least one approximates the target mean. In this paper, we consider that the underlying distribution D is Gaussian with k-sparse mean. Our main contribution is the first polynomial-time algorithm that enjoys sample complexity O(poly(k,logd)), i.e. poly-logarithmic in the dimension. One of our core algorithmic ingredients is using low-degree {\em sparse polynomials} to filter outliers, which may find more applications.

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