Robust estimation via robust gradient estimation

Prasad, A; Suggala, AS; Balakrishnan, S; Ravikumar, P

Ravikumar, P (corresponding author), Carnegie Mellon Univ, Dept Machine Learning, 5000 Forbes Ave, Pittsburgh, PA 15213 USA.

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 2020; 82 (3): 601

Abstract

We provide a new computationally efficient class of estimators for risk minimization. We show that these estimators are robust for general statistical......

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