SoS Certifiability of Subgaussian Distributions and its Algorithmic Applications
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Abstract (arXiv)
We prove that there is a universal constant C>0 so that for every d ∈ mathbb N, every centered subgaussian distribution mathcal D on mathbb Rd, and every even p ∈ mathbb N, the d-variate polynomial (Cp)p/2 · |v|2p - mathbb EX ~ mathcal D langle v,Xranglep is a sum of square polynomials. This establishes that every subgaussian distribution is SoS-certifiably subgaussian -- a condition that yields efficient learning algorithms for a wide variety of high-dimensional statistical tasks. As a direct corollary, we obtain computationally efficient algorithms with near-optimal guarantees for the following tasks, when given samples from an arbitrary subgaussian distribution: robust mean estimation, list-decodable mean estimation, clustering mean-separated mixture models, robust covariance-aware mean estimation, robust covariance estimation, and robust linear regression. Our proof makes essential use of Talagrand's generic chaining/majorizing measures theorem.
Key facts. Cited by 10 papers in the map (data through 14 Oct 2026). Builds on 33 of its 61 references that are in the map. First posted on arXiv 28 Oct 2024.
Builds on
33 of 61 references.
References · 33
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21 more
- 2020Robust regression with covariate filtering: Heavy tails and adversarial contaminationcited by 50
- 2017Resilience: A Criterion for Learning in the Presence of Arbitrary Outlierscited by 43
- 2019List-Decodable Linear Regressioncited by 42
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- 2020Optimal Robust Linear Regression in Nearly Linear Timecited by 32
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Built on by
Citing papers per year: 2024: 3; 2025: 2; 2026: 5.
10 papers.
- 2025The Power of Iterative Filtering for Supervised Learning with (Heavy) Contaminationcited by 7
- 2024SoS Certificates for Sparse Singular Values and Their Applications: Robust Statistics, Subspace Distortion, and Morecited by 3
- 2024Robust Sparse Regression with Non-Isotropic Designscited by 1
- 2026Learning Mixture Models via Efficient High-dimensional Sparse Fourier Transformscited by 1
- 2024Sparsifying Suprema of Gaussian Processescited by 0
- 2025Nearly Optimal Robust Covariance and Scatter Matrix Estimation Beyond Gaussianscited by 0
- 2026Corruption-robust Offline Multi-agent Reinforcement Learning From Human Feedbackcited by 0
- 2026Algorithms with Polynomially-Improved Approximation Factors for the 2 rightarrow q Norm, and Applicationscited by 0
- 2026Sum-of-Squares Degree Barriers for the Reweighted-Hinge Method in Robust Halfspace Learning: A Christoffel-Function Characterizationcited by 0
- 2026On the SoS Certifiability of Log-Concave Distributionscited by 0
- 2026On the SoS Certifiability of Log-Concave Distributions24 Sep 2026
- 2026Sum-of-Squares Degree Barriers for the Reweighted-Hinge Method in Robust Halfspace Learning: A Christoffel-Function Characterization15 Jun 2026
- 2026Algorithms with Polynomially-Improved Approximation Factors for the 2 rightarrow q Norm, and Applications24 May 2026
- 2026Corruption-robust Offline Multi-agent Reinforcement Learning From Human Feedback30 Mar 2026
- 2026Learning Mixture Models via Efficient High-dimensional Sparse Fourier Transforms8 Jan 2026
- 2025The Power of Iterative Filtering for Supervised Learning with (Heavy) Contamination26 May 2025
- 2025Nearly Optimal Robust Covariance and Scatter Matrix Estimation Beyond Gaussians10 Feb 2025
- 2024SoS Certificates for Sparse Singular Values and Their Applications: Robust Statistics, Subspace Distortion, and More30 Dec 2024
- 2024Sparsifying Suprema of Gaussian Processes22 Nov 2024
- 2024Robust Sparse Regression with Non-Isotropic Designs31 Oct 2024