Robust Statistic

Robust statistics focuses on developing statistical methods that are less sensitive to outliers and deviations from assumed data distributions, aiming for reliable inferences even with noisy or corrupted data. Current research emphasizes algorithmic advancements, particularly in stochastic gradient descent and median-of-means approaches, to achieve robustness in various settings, including linear regression, reinforcement learning, and high-dimensional data analysis. These improvements enhance the reliability and validity of statistical analyses across diverse fields, from machine learning and finance to healthcare and voting systems, by providing more accurate and trustworthy results in the presence of real-world data imperfections. The development of efficient and statistically sound robust methods is crucial for ensuring the trustworthiness of data-driven decision-making.

Papers