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Our upcoming event for the Statistics Department Colloquium Series is scheduled for this Monday, April 17th from 12:00 – 1:00pm (ET) and will be an in-person presentation Science Center Rm. 316. The speaker will be Ilias Diakonikolas who is a faculty member in the Department of Computer Sciences at UW Madison.
Title : Algorithmic Robust Statistics
Abstract : The field of Robust Statistics studies the problem of designing estimators that perform well even when the data significantly deviates from the idealized modeling assumptions. The classical statistical theory, going back to the pioneering works by Tukey and Huber in the 1960s, characterizes the information-theoretic limits of robust estimation for a number of statistical tasks. On the other hand, until fairly recently, the computational aspects of this field were poorly understood. Specifically, no scalable methods for robust estimation were known in high dimensions, even for the most basic task of mean estimation. A recent line of work in computer science gave the first computationally efficient robust estimators in high dimensions for a range of learning tasks. This talk will provide an overview of these algorithmic developments and discuss some open problems in the area.