arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2001.07805math.STcs.LGeess.SPstat.MLstat.TH
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Tukey中位数什么时候起作用?

When does the Tukey median work?

University of California, Berkeley(加州大学伯克利分校)

Banghua Zhu, Jiantao Jiao, Jacob Steinhardt

摘要:

我们分析了Tukey中值估计在全变差(TV)距离破坏下的性能。已有的结果表明,在Huber的加性腐蚀模型下,对于高维半空间对称分布,崩溃点为1/3。我们发现,在电视腐败,故障点减少到1/4,为同一组分布。我们还表明,一定的投影算法可以达到最佳故障点的1/2。Tukey中值估计器和投影算法都实现了样本复杂度在维度上的线性。

英文摘要:

We analyze the performance of the Tukey median estimator under total variation (TV) distance corruptions. Previous results show that under Huber's additive corruption model, the breakdown point is 1/3 for high-dimensional halfspace-symmetric distributions. We show that under TV corruptions, the breakdown point reduces to 1/4 for the same set of distributions. We also show that a certain projection algorithm can attain the optimal breakdown point of 1/2. Both the Tukey median estimator and the projection algorithm achieve sample complexity linear in dimension.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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