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A Quasi-Polynomial Time Mean Estimator Under Mean-Shift Contamination with Unknown Covariance
Proceedings of Thirty Ninth Conference on Learning Theory, PMLR 336:1902-1937, 2026.
Abstract
We study the algorithmic problem of robust Gaussian mean estimation in the mean-shift contamination model with unknown covariance. Specifically, we are allowed to draw samples from a statistical mixture of an unknown target Gaussian $\mathcal{N}(\mu, \Sigma)$ (with weight at least $1-\alpha$), and arbitrary unknown mean-shifts of it, i.e., ${\mathcal{N}(\mu_i, \Sigma)}_i$, and the goal is to estimate $\mu$ up to any desired accuracy $\epsilon$ in $\ell_2$-norm. In the special case where $\Sigma$ is known to be the identity, prior work gave an algorithm with a near-optimal sample complexity of $\mathrm{poly}(d,2^{\epsilon^{-2}})$ and sample-polynomial time. In this work, we provide a quasi-polynomial time algorithm with sample complexity $2^{\mathrm{poly}(\log d/\epsilon)}$ in the more general unknown covariance case, markedly improving upon the only previously known estimator for this setting that incurs exponential runtime.