Robustly Learning a Gaussian: Getting Optimal Error, Efficiently

We study the fundamental problem of learning the parameters of a high-dimensional Gaussian in the presence of noise | where an "-fraction of our samples were chosen by an adversary. We give robust estimators that achieve estimation error O(ϵ) in the total variation distance, which is optimal u...

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Bibliographic Details
Main Authors: Stewart, Alistair, Diakonikolas, Ilias, Kamath, Gautam Chetan, Kane, Daniel M, Li, Jerry Zheng, Moitra, Ankur
Other Authors: Massachusetts Institute of Technology. Computer Science and Artificial Intelligence Laboratory
Format: Article
Published: Society for Industrial and Applied Mathematics 2018
Online Access:http://hdl.handle.net/1721.1/116214
https://orcid.org/0000-0003-0048-2559
https://orcid.org/0000-0002-9937-0049
https://orcid.org/0000-0001-7047-0495