Title
- Outlier-robust
estimation of a high-dimensional mean
vector
Abstract: In these lectures, we
will review some recent results on the estimation of
the mean of a Gaussian distribution when the sample
contains outliers. Different mathematical frameworks
for modeling outliers will be presented. Then, we will
show that in a p-dimensional problem with s outliers
out of n observations, the minimax quadratic risk
is at least of order (p/n) + (s/n)^2. This turns
out to be the optimal rate, since it is achieved by
the Tukey's median. We will then present some
computationally tractable estimators, which have
provably better rates of convergence than the standard
estimators such as the (coordinatewise or
geometric) median.
Title - Spectral
method, Lloyd Algorithm, EM, and Variational Bayes for
Clustering
Abstract: In this talk, I will review some
recent attempts to understand spectral method, Lloyd
algorithm, EM, and variational Bayes for clustering.
Our goal is to have a more or less complete answer to
the question whether and when each of the four
algorithms attains the optimal statistical accuracy
for Gaussian mixtures. This is a joint work with
Matthias Löffler, Yu Lu, Tal Sarig, Yihong Wu, and
Anderson Zhang.
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