Cited by 261Advanced Statistical Methods and ModelsStatistical Methods and InferenceSparse and Compressive Sensing Techniques

Geometric median and robust estimation in Banach spaces

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Minsker, Stanislav·2015·Bernoulli

Abstract

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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Research works printed but not linked: 19

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Authors
Minsker, S.
Affiliations
Duke University (US)
Corresponding author
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
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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