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Robust Estimation for Non-parametric Families via Generative Adversarial Networks

Robust Estimation for Non-parametric Families via Generative Adversarial Networks

We provide a general framework for designing Generative Adversarial Networks (GANs) to solve high-dimensional robust statistics problems, which aim at estimating unknown parameter of the true distribution given adversarially corrupted samples. Prior work [1], [2] focus on the problem of robust mean and covariance estimation when the true distribution lies …