# High-Dimensional Robust Mean Estimation via Gradient Descent

arXiv: https://arxiv.org/abs/2005.01378 · HTML: https://mlsanity.com/paper/2005.01378/

## Key facts

- Cited by 16 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 4 May 2020.

## Built on by (most cited first, 16 of 16)

- [Efficient Algorithms for Learning from Coarse Labels](https://mlsanity.com/paper/2108.09805/) (2021)
- [Outlier-Robust Sparse Estimation via Non-Convex Optimization](https://mlsanity.com/paper/2109.11515/) (2021)
- [Heavy-tailed Streaming Statistical Estimation](https://mlsanity.com/paper/2108.11483/) (2021)
- [Robust Estimation for Random Graphs](https://mlsanity.com/paper/2111.05320/) (2021)
- [Near-Optimal Algorithms for Gaussians with Huber Contamination: Mean Estimation and Linear Regression](https://mlsanity.com/paper/2312.01547/) (2023)
- [Trimmed Maximum Likelihood Estimation for Robust Learning in Generalized Linear Models](https://mlsanity.com/paper/2206.04777/) (2022)
- [Revisiting Active Sequential Prediction-Powered Mean Estimation](https://mlsanity.com/paper/2604.18569/) (2026)
- [Learning Deep Neural Networks under Agnostic Corrupted Supervision](https://mlsanity.com/paper/2102.06735/) (2021)
- [Optimal Robust Estimation under Local and Global Corruptions: Stronger Adversary and Smaller Error](https://mlsanity.com/paper/2410.17230/) (2024)
- [Learning High-dimensional Gaussians from Censored Data](https://mlsanity.com/paper/2504.19446/) (2025)
- [Robust Learning of Fixed-Structure Bayesian Networks in Nearly-Linear Time](https://mlsanity.com/paper/2105.05555/) (2021)
- [Robust Moment-Based Estimation via Spectral Gradient Reweighting](https://mlsanity.com/paper/2605.27718/) (2026)
- [Sparse Mean Estimation in Adversarial Settings via Incremental Learning](https://mlsanity.com/paper/2305.15276/) (2023)
- [Federated Transformed Learning for a Circular, Secure, and Tiny AI](https://mlsanity.com/paper/2311.14371/) (2023)
- [Iterative thresholding for non-linear learning in the strong varepsilon-contamination model](https://mlsanity.com/paper/2409.03703/) (2024)
- [Computationally tractable robust differentially private mean estimation](https://mlsanity.com/paper/2606.12654/) (2026)

## Abstract (arXiv)

We study the problem of high-dimensional robust mean estimation in the presence of a constant fraction of adversarial outliers. A recent line of work has provided sophisticated polynomial-time algorithms for this problem with dimension-independent error guarantees for a range of natural distribution families. In this work, we show that a natural non-convex formulation of the problem can be solved directly by gradient descent. Our approach leverages a novel structural lemma, roughly showing that any approximate stationary point of our non-convex objective gives a near-optimal solution to the underlying robust estimation task. Our work establishes an intriguing connection between algorithmic high-dimensional robust statistics and non-convex optimization, which may have broader applications to other robust estimation tasks.
