# SoS Certifiability of Subgaussian Distributions and its Algorithmic Applications

arXiv: https://arxiv.org/abs/2410.21194 · HTML: https://mlsanity.com/paper/2410.21194/

## 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 (most cited first, 30 of 33)

- [Robust Estimators in High Dimensions without the Computational Intractability](https://mlsanity.com/paper/1604.06443/) (2016)
- [Agnostic Estimation of Mean and Covariance](https://mlsanity.com/paper/1604.06968/) (2016)
- [Sever: A Robust Meta-Algorithm for Stochastic Optimization](https://mlsanity.com/paper/1803.02815/) (2018)
- [Statistical Query Lower Bounds for Robust Estimation of High-dimensional Gaussians and Gaussian Mixtures](https://mlsanity.com/paper/1611.03473/) (2016)
- [Learning from Untrusted Data](https://mlsanity.com/paper/1611.02315/) (2016)
- [Being Robust (in High Dimensions) Can Be Practical](https://mlsanity.com/paper/1703.00893/) (2017)
- [Mixture Models, Robustness, and Sum of Squares Proofs](https://mlsanity.com/paper/1711.07454/) (2017)
- [Robust Estimation via Robust Gradient Estimation](https://mlsanity.com/paper/1802.06485/) (2018)
- [Efficient Algorithms and Lower Bounds for Robust Linear Regression](https://mlsanity.com/paper/1806.00040/) (2018)
- [Efficient Algorithms for Outlier-Robust Regression](https://mlsanity.com/paper/1803.03241/) (2018)
- [List-Decodable Robust Mean Estimation and Learning Mixtures of Spherical Gaussians](https://mlsanity.com/paper/1711.07211/) (2017)
- [Statistical Query Algorithms and Low-Degree Tests Are Almost Equivalent](https://mlsanity.com/paper/2009.06107/) (2020)
- [Robust regression with covariate filtering: Heavy tails and adversarial contamination](https://mlsanity.com/paper/2009.12976/) (2020)
- [Resilience: A Criterion for Learning in the Presence of Arbitrary Outliers](https://mlsanity.com/paper/1703.04940/) (2017)
- [List-Decodable Linear Regression](https://mlsanity.com/paper/1905.05679/) (2019)
- [Robust Linear Regression: Optimal Rates in Polynomial Time](https://mlsanity.com/paper/2007.01394/) (2020)
- [Private Robust Estimation by Stabilizing Convex Relaxations](https://mlsanity.com/paper/2112.03548/) (2021)
- [Optimal Robust Linear Regression in Nearly Linear Time](https://mlsanity.com/paper/2007.08137/) (2020)
- [Outlier-robust moment-estimation via sum-of-squares](https://mlsanity.com/paper/1711.11581/) (2017)
- [Statistical Query Lower Bounds for List-Decodable Linear Regression](https://mlsanity.com/paper/2106.09689/) (2021)
- [Robust Sparse Mean Estimation via Sum of Squares](https://mlsanity.com/paper/2206.03441/) (2022)
- [Dictionary Learning and Tensor Decomposition via the Sum-of-Squares Method](https://mlsanity.com/paper/1407.1543/) (2014)
- [Better Agnostic Clustering Via Relaxed Tensor Norms](https://mlsanity.com/paper/1711.07465/) (2017)
- [Tester-Learners for Halfspaces: Universal Algorithms](https://mlsanity.com/paper/2305.11765/) (2023)
- [How Hard Is Robust Mean Estimation?](https://mlsanity.com/paper/1903.07870/) (2019)
- [Robust Regression Revisited: Acceleration and Improved Estimation Rates](https://mlsanity.com/paper/2106.11938/) (2021)
- [Polynomial-Time Sum-of-Squares Can Robustly Estimate Mean and Covariance of Gaussians Optimally](https://mlsanity.com/paper/2110.11853/) (2021)
- [List-Decodable Sparse Mean Estimation via Difference-of-Pairs Filtering](https://mlsanity.com/paper/2206.05245/) (2022)
- [SQ Lower Bounds for Non-Gaussian Component Analysis with Weaker Assumptions](https://mlsanity.com/paper/2403.04744/) (2024)
- [Decomposing Overcomplete 3rd Order Tensors using Sum-of-Squares Algorithms](https://mlsanity.com/paper/1504.05287/) (2015)

## Built on by (most cited first, 10 of 10)

- [The Power of Iterative Filtering for Supervised Learning with (Heavy) Contamination](https://mlsanity.com/paper/2505.20177/) (2025)
- [SoS Certificates for Sparse Singular Values and Their Applications: Robust Statistics, Subspace Distortion, and More](https://mlsanity.com/paper/2412.21203/) (2024)
- [Robust Sparse Regression with Non-Isotropic Designs](https://mlsanity.com/paper/2410.23937/) (2024)
- [Learning Mixture Models via Efficient High-dimensional Sparse Fourier Transforms](https://mlsanity.com/paper/2601.05157/) (2026)
- [Sparsifying Suprema of Gaussian Processes](https://mlsanity.com/paper/2411.14664/) (2024)
- [Nearly Optimal Robust Covariance and Scatter Matrix Estimation Beyond Gaussians](https://mlsanity.com/paper/2502.06564/) (2025)
- [Corruption-robust Offline Multi-agent Reinforcement Learning From Human Feedback](https://mlsanity.com/paper/2603.28281/) (2026)
- [Algorithms with Polynomially-Improved Approximation Factors for the 2 rightarrow q Norm, and Applications](https://mlsanity.com/paper/2605.25303/) (2026)
- [Sum-of-Squares Degree Barriers for the Reweighted-Hinge Method in Robust Halfspace Learning: A Christoffel-Function Characterization](https://mlsanity.com/paper/2606.17215/) (2026)
- [On the SoS Certifiability of Log-Concave Distributions](https://mlsanity.com/paper/2609.30105/) (2026)

## 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.
