Description
Book SynopsisThis reference text offers a clear unified treatment for graduate students, academic researchers, and professionals interested in understanding and developing statistical procedures for high-dimensional data that are robust to idealized modeling assumptions, including robustness to model misspecification and to adversarial outliers in the dataset.
Trade Review'This is a timely book on efficient algorithms for computing robust statistics from noisy data. It presents lucid intuitive descriptions of the algorithms as well as precise statements of results with rigorous proofs - a nice combination indeed. The topic has seen fundamental breakthroughs over the last few years and the authors are among the leading contributors. The reader will get a ringside view of the developments.' Ravi Kannan, Visiting Professor, Indian Institute of Science
Table of Contents1. Introduction to robust statistics; 2. Efficient high-dimensional robust mean estimation; 3. Algorithmic refinements in robust mean estimation; 4. Robust covariance estimation; 5. List-decodable learning; 6. Robust estimation via higher moments; 7. Robust supervised learning; 8. Information-computation tradeoffs in high-dimensional robust statistics; A. Mathematical background; References; Index.
