Special Colloquium


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March 1, 2021 3:00 pm - 4:00 pm

Ankur Moitra - MIT

Title: Robustness Meets Algorithms

Abstract: Starting from the seminal works of Tukey (1960) and Huber (1964), the field of robust statistics asks: Are there estimators that probably work in the presence of noise? The trouble is that all known provably robust estimators are also hard to compute in high-dimensions.

Here, we study a fundamental problem in robust statistics, posed in various forms in the above works. Given corrupted samples from a high-dimensional Gaussian, are there efficient algorithms to accurately estimate its parameters? We give the first algorithm that is able to tolerate a constant fraction of corruptions that is independent of the dimension. Moreover, we give a general recipe for detecting and correcting corruptions based on tensor-spectral techniques that are applicable to many other problems.

I will also discuss how this work fits into the broader agenda of developing mathematical and algorithmic foundations for modern machine learning.

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