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There is now a CONTENT FREEZE for Mercury while we switch to a new platform. It began on Friday, March 10 at 6pm and will end on Wednesday, March 15 at noon. No new content can be created during this time, but all material in the system as of the beginning of the freeze will be migrated to the new platform, including users and groups. Functionally the new site is identical to the old one. webteam@gatech.edu
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Video of this talk is available at: https://smartech.gatech.edu/handle/1853/56016
Full collection of talk videos are available at: https://smartech.gatech.edu/handle/1853/46836Algorithms & Randomness Center (ARC)
Monday, October 31, 2016
Klaus 1116 West – 11:00 am
Title:
Robust Statistics, Revisited
Abstract:
Starting from the seminal works of Tukey (1960) and Huber (1962), the field of robust statistics asks: Are there estimators that provable 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 basic 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 algorithms that are able to tolerate a constant fraction of corruptions that is independent of the dimension. Additionally, we give several more applications of our techniques to product distributions and various mixture models.
This is based on joint work with Ilias Diakonikolas, Jerry Li, Gautam Kamath, Daniel Kane and Alistair Stewart.
Bio:
Ankur Moitra is the Rockwell International Assistant Professor in the Department of Mathematics at MIT and a Principal Investigator in the Computer Science and Artificial Intelligence Lab (CSAIL). The aim of his work is to bridge the gap between theoretical computer science and machine learning by developing algorithms with provable guarantees and foundations for reasoning about their behavior. He is a recipient of a Packard Fellowship, a Sloan Fellowship, an NSF CAREER Award, an NSF Computing and Innovation Fellowship and a Hertz Fellowship.
