Robust estimation via robust gradient estimation
Robust estimation via robust gradient estimation
About this item
Full title
Robust estimation via robust gradient estimation
Author / Creator
Publisher
Oxford: Wiley
Journal title
Journal of the Royal Statistical Society. Series B, Statistical methodology, 2020-07, Vol.82 (3), p.601-627
Language
English
Formats
Publication information
Publisher
Oxford: Wiley
Subjects
More information
Scope and Contents
Contents
We provide a new computationally efficient class of estimators for risk minimization. We show that these estimators are robust for general statistical models, under varied robustness settings, including in the classical Huber ϵ-contamination model, and in heavy-tailed settings. Our workhorse is a novel robust variant of gradient descent, and we pro...
Alternative Titles
Full title
Robust estimation via robust gradient estimation
Authors, Artists and Contributors
Author / Creator
Identifiers
Primary Identifiers
Record Identifier
TN_cdi_proquest_journals_2410525877
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2410525877
Other Identifiers
ISSN
1369-7412
E-ISSN
1467-9868
DOI
10.1111/rssb.12364
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