Robust Regression via Mutivariate Regression Depth
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Abstract (arXiv)
This paper studies robust regression in the settings of Huber's ε-contamination models. We consider estimators that are maximizers of multivariate regression depth functions. These estimators are shown to achieve minimax rates in the settings of ε-contamination models for various regression problems including nonparametric regression, sparse linear regression, reduced rank regression, etc. We also discuss a general notion of depth function for linear operators that has potential applications in robust functional linear regression.
Key facts. Cited by 20 papers in the map (data through 7 Oct 2026). First posted on arXiv 15 Feb 2017.
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Citing papers per year: 2021: 3; 2022: 8; 2023: 3; 2024: 3; 2025: 2; 2026: 1.
20 papers.
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- 2021Robust and Differentially Private Mean Estimationcited by 66
- 2021Differential privacy and robust statistics in high dimensionscited by 64
- 2023From Robustness to Privacy and Backcited by 27
- 2022Trimmed Maximum Likelihood Estimation for Robust Learning in Generalized Linear Modelscited by 6
- 2022Robust and Sparse Estimation of Linear Regression Coefficients with Heavy-tailed Noises and Covariatescited by 6
- 2022Efficient List-Decodable Regression using Batchescited by 5
- 2022Outlier Robust and Sparse Estimation of Linear Regression Coefficientscited by 4
- 2022Robust supervised learning with coordinate gradient descentcited by 3
- 2022Robust Estimation for Nonparametric Families via Generative Adversarial Networkscited by 3
- 2022Differentially Private Estimation via Statistical Depthcited by 3
- 2023Linear Regression using Heterogeneous Data Batchescited by 3
- 2024Robust Second-Order Nonconvex Optimization and Its Application to Low Rank Matrix Sensingcited by 2
8 more
- 2021Robust Generalized Method of Moments: A Finite Sample Viewpointcited by 1
- 2024A Sample Efficient Alternating Minimization-based Algorithm For Robust Phase Retrievalcited by 1
- 2022A spectral least-squares-type method for heavy-tailed corrupted regression with unknown covariance & heterogeneous noisecited by 0
- 2023Calibrated Data-Dependent Constraints with Exact Satisfaction Guaranteescited by 0
- 2024Iterative thresholding for non-linear learning in the strong varepsilon-contamination modelcited by 0
- 2025Robust Estimation Under Heterogeneous Corruption Ratescited by 0
- 2025Robust and Sparse Estimation of Unbounded Density Ratio under Heavy Contaminationcited by 0
- 2026Robust Regression with Adaptive Contamination in Response: Optimal Rates and Computational Barrierscited by 0
- 2026Robust Regression with Adaptive Contamination in Response: Optimal Rates and Computational Barriers5 Apr 2026
- 2025Robust and Sparse Estimation of Unbounded Density Ratio under Heavy Contamination10 Dec 2025
- 2025Robust Estimation Under Heterogeneous Corruption Rates20 Aug 2025
- 2024A Sample Efficient Alternating Minimization-based Algorithm For Robust Phase Retrieval7 Sep 2024
- 2024Iterative thresholding for non-linear learning in the strong varepsilon-contamination model5 Sep 2024
- 2024Robust Second-Order Nonconvex Optimization and Its Application to Low Rank Matrix Sensing12 Mar 2024
- 2023Linear Regression using Heterogeneous Data Batches5 Sep 2023
- 2023From Robustness to Privacy and Back3 Feb 2023
- 2023Calibrated Data-Dependent Constraints with Exact Satisfaction Guarantees15 Jan 2023
- 2022Efficient List-Decodable Regression using Batches23 Nov 2022
- 2022A spectral least-squares-type method for heavy-tailed corrupted regression with unknown covariance & heterogeneous noise6 Sep 2022
- 2022Outlier Robust and Sparse Estimation of Linear Regression Coefficients24 Aug 2022
8 more
- 2022Differentially Private Estimation via Statistical Depth26 Jul 2022
- 2022Robust and Sparse Estimation of Linear Regression Coefficients with Heavy-tailed Noises and Covariates15 Jun 2022
- 2022Trimmed Maximum Likelihood Estimation for Robust Learning in Generalized Linear Models9 Jun 2022
- 2022Robust Estimation for Nonparametric Families via Generative Adversarial Networks2 Feb 2022
- 2022Robust supervised learning with coordinate gradient descent31 Jan 2022
- 2021Differential privacy and robust statistics in high dimensions12 Nov 2021
- 2021Robust Generalized Method of Moments: A Finite Sample Viewpoint6 Oct 2021
- 2021Robust and Differentially Private Mean Estimation18 Feb 2021
- 2021Robust and Differentially Private Mean Estimationcited by 66
- 2021Differential privacy and robust statistics in high dimensionscited by 64
- 2023From Robustness to Privacy and Backcited by 27
- 2022Trimmed Maximum Likelihood Estimation for Robust Learning in Generalized Linear Modelscited by 6
- 2022Robust and Sparse Estimation of Linear Regression Coefficients with Heavy-tailed Noises and Covariatescited by 6
- 2022Efficient List-Decodable Regression using Batchescited by 5
- 2022Outlier Robust and Sparse Estimation of Linear Regression Coefficientscited by 4
- 2022Robust supervised learning with coordinate gradient descentcited by 3
- 2022Robust Estimation for Nonparametric Families via Generative Adversarial Networkscited by 3
- 2022Differentially Private Estimation via Statistical Depthcited by 3
- 2023Linear Regression using Heterogeneous Data Batchescited by 3
- 2024Robust Second-Order Nonconvex Optimization and Its Application to Low Rank Matrix Sensingcited by 2
12 most cited of 20 All 20 (JSON)
- 2026Robust Regression with Adaptive Contamination in Response: Optimal Rates and Computational Barriers5 Apr 2026
- 2025Robust and Sparse Estimation of Unbounded Density Ratio under Heavy Contamination10 Dec 2025
- 2025Robust Estimation Under Heterogeneous Corruption Rates20 Aug 2025
- 2024A Sample Efficient Alternating Minimization-based Algorithm For Robust Phase Retrieval7 Sep 2024
- 2024Iterative thresholding for non-linear learning in the strong varepsilon-contamination model5 Sep 2024
- 2024Robust Second-Order Nonconvex Optimization and Its Application to Low Rank Matrix Sensing12 Mar 2024
- 2023Linear Regression using Heterogeneous Data Batches5 Sep 2023
- 2023From Robustness to Privacy and Back3 Feb 2023
- 2023Calibrated Data-Dependent Constraints with Exact Satisfaction Guarantees15 Jan 2023
- 2022Efficient List-Decodable Regression using Batches23 Nov 2022
- 2022A spectral least-squares-type method for heavy-tailed corrupted regression with unknown covariance & heterogeneous noise6 Sep 2022
- 2022Outlier Robust and Sparse Estimation of Linear Regression Coefficients24 Aug 2022
12 newest of 20 All 20 (JSON)