Geometric median and robust estimation in Banach spaces
Open accessAbstract
In many real-world applications, collected data are contaminated by noise with heavy-tailed distribution and might contain outliers of large magnitude. In this situation, it is necessary to apply methods which produce reliable outcomes even if the input contains corrupted measurements. We describe a general method which allows one to obtain estimators with tight concentration around the true parameter of interest taking values in a Banach space. Suggested construction relies on the fact that the geometric median of a collection of independent “weakly concentrated” estimators satisfies a much stronger deviation bound than each individual element in the collection. Our approach is illustrated through several examples, including sparse linear regression and low-rank matrix recovery problems.
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Minsker (2015) established sub-Gaussian concentration for the geometric median of means, which Theorem 1 adapts to contaminated juries.
“in high dimensions, Minsker (2015) established sub-Gaussian concentration for the geometric median of means-the result Theorem 1 adapts to contaminated juries”
From RoPoLL: Robust Panel of LLM Judges (2026) · cites this paper as Minsker (2015)
If at least (1-α)k points lie within distance r of z, then any geometric median x* satisfies ||x*-z||_2 ≤ C_α r, where C_α = (1-α)/sqrt(1-2α).
“If |{j : ∥x j -z∥ 2 ≤ r}| ≥ (1 -α)k, then x * -z 2 ≤ C α r, C α ≜ 1 -α √ 1 -2α . (16”
From RoPoLL: Robust Panel of LLM Judges (2026) · cites this paper as Minsker (2015)
If at least (1-α)k points are within distance r of z, then the minimizer x* satisfies ∥x* - z∥ ≤ C_α r with C_α = (1-α)/√(1-2α).
“If |{j : ∥x j -z∥ 2 ≤ r}| ≥ (1 -α)k, then ∥x * -z∥ 2 ≤ C α r with C α = (1 -α)/ √ 1 -2α.”
From RoPoLL: Robust Panel of LLM Judges (2026) · cites this paper as Minsker (2015)
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Chen, Y., Su, L., & Xu, J. (2017) · Proceedings of the ACM on Measurement and Analysis of Computing Systems · doi:10.1145/3154503 · Cited by 390 · see citing works
RoPoLL: Robust Panel of LLM Judges
Acharya, A., Pan, K. W., & Verkhovsky, B. (2026) · arXiv · doi:10.48550/arxiv.2606.30931
- Authors
- Minsker, S.
- Affiliations
- Duke University (US)
- Corresponding author
- Minsker, Stanislav
- ORCID
- Minsker, Stanislav
- Venue
- Bernoulli
- Published
- 2015-11-01
- Volume
- 21
- Issue
- 4
- Pages
- 2308-2335
- ISSN
- 1350-7265 (ISSN-L)
- OpenAlex
- W1753414968
- Cited by
- 261
- References
- 0
- Citations by year
- 2026: 17 · 2025: 23 · 2024: 19 · 2023: 19 · 2022: 24 · 2021: 25 · 2020: 39 · 2019: 30 · 2018: 19 · 2017: 20 · 2016: 10 · 2015: 9 · 2014: 6 · 2013: 1
- FWCI
- 17.05
- Type
- journal article
- Language
- en
- Open access
- bronze
- doi.org
- Locations
- Bernoulli (publishedVersion)
- arXiv (Cornell University) (submittedVersion)
- Project Euclid (Cornell University) (submittedVersion)
- arXiv (Cornell University)
- Funders
- National Science Foundation (0808847, 0847388)
- National Institutes of Health
- National Institute of Environmental Health Sciences
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Advanced Statistical Methods and Models
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
- Physical Sciences › Engineering › Computational Mechanics › Sparse and Compressive Sensing Techniques
- Keywords
- geometric median, robust estimation, Banach spaces, heavy-tailed noise, outliers, concentration bounds, sparse linear regression, low-rank matrix recovery
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