Organizations: Department of Data Sciences and Operations, University of Southern California · Department of Statistics and Data Science, Carnegie Mellon University · Department of Computer Science, Stanford University
We consider computationally-efficient estimation of population parameters when observations are subject to missing data. In particular, we consider estimation under the realizable contamination model of missing data in which an ε fraction of the observations are subject to an arbitrary (and unknown) missing not at random (MNAR) mechanism. When the true data is Gaussian, we provide evidence towards statistical-computational gaps in several problems. For mean estimation in ℓ2 norm, we show that in order to obtain error at most ρ, for any constant contamination ε∈(0,1), (roughly) n≳de1/ρ2 samples are necessary and that there is a computationally-inefficient algorithm which achieves this error. On the other hand, we show that any computationally-efficient method within certain popular families of algorithms requires a much larger sample complexity of (roughly) n≳d1/ρ2 and that there exists a polynomial time algorithm based on sum-of-squares which (nearly) achieves this lower bound. For covariance estimation in relative operator norm, we show that a parallel development holds. Finally, we turn to linear regression with missing observations and show that such a gap does not persist. Indeed, in this setting we show that minimizing a simple, strongly convex empirical risk nearly achieves the information-theoretic lower bound in polynomial time.
Figures & tables
Figure 1: Types of missing data patterns. Each row indicates a single sample, where the entries in gray indicate an observed value and the ⋆ entries indicate missingness. In order to simplify the results in the main text, we focus on the all-or-nothing patterns described in panel (a), deferring the extension to the more general setting to Appendix F .
Figure 2: Sample complexity phase diagram for mean estimation with ϵ a fixed constant. In order to achieve ℓ2 norm error ρ , it is information-theoretically necessary and sufficient to take n≍de1/ρ2 many samples. On the other hand, any statistical query algorithm must take (roughly) d1/ρ2 many samples and a polynomial time algorithm (nearly) saturates this lower bound.
Learning with missing data develops methods to estimate, predict, and make decisions when variables, labels, modalities, or time points are unobserved.
We study mean estimation for a Gaussian distribution with identity covariance in Rd under a missing data scheme termed realizable ε-contamination model. In this model an adversary can choose a function r(x) between 0 and ε and each sample x goes missing with probability r(x). Recent work Ma et al., 2024 proposed this model as an intermediate-strength setting between Missing Completely At Random (MCAR) -- where missingness is independent of the data -- and Missing Not At Random (MNAR) -- where missingness may depend arbitrarily on the sample values and can lead to non-identifiability issues. That work established information-theoretic upper and lower bounds for mean estimation in the realizable contamination model. Their proposed estimators incur runtime exponential in the dimension, leaving open the possibility of computationally efficient algorithms in high dimensions. In this work, we establish an information-computation gap in the Statistical Query model (and, as a corollary, for Low-Degree Polynomials and PTF tests), showing that algorithms must either use substantially more samples than information-theoretically necessary or incur exponential runtime. We complement our SQ lower bound with an algorithm whose sample-time tradeoff nearly matches our lower bound. Together, these results qualitatively characterize the complexity of Gaussian mean estimation under ε-realizable contamination.
Ilias Diakonikolas, Daniel M. Kane, Thanasis Pittas
University of Wisconsin-Madison · University of California, San Diego
We study the basic task of mean estimation in the presence of mean-shift contamination. In the mean-shift contamination model, an adversary is allowed to replace a small constant fraction of the clean samples by samples drawn from arbitrarily shifted versions of the base distribution. Prior work characterized the sample complexity of this task for the special cases of the Gaussian and Laplace distributions. Specifically, it was shown that consistent estimation is possible in these cases, a property that is provably impossible in Huber's contamination model. An open question posed in earlier work was to determine the sample complexity of mean estimation in the mean-shift contamination model for general base distributions. In this work, we study and essentially resolve this open question. Specifically, we show that, under mild spectral conditions on the characteristic function of the (potentially multivariate) base distribution, there exists a sample-efficient algorithm that estimates the target mean to any desired accuracy. We complement our upper bound with a qualitatively matching sample complexity lower bound. Our techniques make critical use of Fourier analysis, and in particular introduce the notion of a Fourier witness as an essential ingredient of our upper and lower bounds.
Ilias Diakonikolas, Giannis Iakovidis, Daniel M. Kane +1
Robust covariance estimation under entry-wise contamination and missing data is challenging in various signal processing applications. Under the Student-t model, observation-level reweighting induces a uniform attenuation across samples, which can lead to cumulative information loss even when most coordinates remain informative. The alternative Student-t∗ model enables coordinate-wise robustness, but its E-step is not available in closed form. We extend inference for the Student-t∗ model to incomplete observations through a stochastic approximation EM (SAEM) algorithm operating on a reduced latent space: stochastic updates of the coordinate-wise scales are combined with Rao-Blackwellized Gaussian conditional moments, which avoids explicit sampling of latent Gaussian variables while preserving a likelihood-based framework. Experiments on synthetic and real sensor data show a lower Fisher-Rao error than Gaussian, Student-t, imputation-based and detect-then-estimate estimators at moderate to high outlier rates under diffuse contamination.
Matys Savidan, Mohammed Nabil El Korso
ENS Paris-Saclay, France · Paris Saclay University, France