Information theoretic limits of robust sub-Gaussian mean estimation under star-shaped constraints
星形约束下稳健次高斯均值估计的信息论极限
We obtain the minimax rate for a mean location model with a bounded star-shaped set K⊆Rn constraint on the mean, in an adversarially corrupted data setting with Gaussian noise. We assume an unknown fraction ϵ≤1/2−κ for some fixed κ∈(0,1/2] of N observations are arbitrarily corrupted. We obtain a minimax risk up to proportionality constants under the squared ℓ2 loss of max(η∗2,σ2ϵ2)∧d2 with η∗=sup{η≥0:Nη2 σ2≤logMKloc(η,c)}, where logMKloc(η,c) denotes the local entropy of the…