# Median-of-Means as an Extremal Convex Estimator and a Nonconvex Route to the Trimmed Oracle

arXiv: https://arxiv.org/abs/2609.01689 · HTML: https://mlsanity.com/paper/2609.01689/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 8 of its 27 references that are in the map.
- First posted on arXiv 1 Sep 2026.

## Builds on (most cited first, 8 of 8)

- [Robust Estimators in High Dimensions without the Computational Intractability](https://mlsanity.com/paper/1604.06443/) (2016)
- [Mean estimation and regression under heavy-tailed distributions--a survey](https://mlsanity.com/paper/1906.04280/) (2019)
- [Loss minimization and parameter estimation with heavy tails](https://mlsanity.com/paper/1307.1827/) (2013)
- [Sub-Gaussian estimators of the mean of a random vector](https://mlsanity.com/paper/1702.00482/) (2017)
- [Empirical risk minimization for heavy-tailed losses](https://mlsanity.com/paper/1406.2462/) (2014)
- [A Huber Loss Minimization Approach to Byzantine Robust Federated Learning](https://mlsanity.com/paper/2308.12581/) (2023)
- [Efficient median of means estimator](https://mlsanity.com/paper/2305.18681/) (2023)
- [Federated Learning Resilient to Byzantine Attacks and Data Heterogeneity](https://mlsanity.com/paper/2403.13374/) (2024)

## Abstract (arXiv)

We revisit median-of-means estimation from a deterministic optimization viewpoint and develop a family of block-Lp estimators for robust learning with heavy-tailed and adversarially corrupted data. In a block contamination model with at least a fraction 1 minus epsilon of good blocks, we first show that every convex block M-estimator has worst-case robustness constant at least 1 divided by 1 minus 2 epsilon. This matches the classical median-of-means bound and proves that the trimmed-block oracle constant 1 divided by 1 minus epsilon cannot be attained within the convex class. We then introduce a nonconvex block-Lp family for p between 0 and 1 and derive finite-sample deterministic robustness bounds for all global minimizers. As p decreases from 1 toward 0, these bounds continuously approach the trimmed-block oracle constant. For sufficiently small p, the global minimizers coincide with those of the oracle under a mild separation condition. We also show that the block-Lp objectives have a benign landscape, with all local minima remaining close to the truth and no bad basins. Combining these results with block-level concentration yields sub-Gaussian deviation bounds under finite 2 plus delta moments and high-dimensional extensions to robust mean estimation and sparse regression.
