Convex Programs, Computational Phase Transitions, and Robust Algorithms
summary
Claims a polynomial-time algorithm that, under only bounded covariance (two finite moments), returns mean estimates with the same Gaussian-optimal confidence radius (up to constants) and works even when the empirical mean fails; the construction uses sum-of-squares convex programs. On the hardness side it gives concrete evidence that those same sum-of-squares relaxations cannot detect a planted n^{1/3} clique in Erdős–Rényi graphs, framing a route to formalize low-degree hardness.
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chapters (9)
- 0:00Intro
- 1:32Algorithm Design
- 2:20Example Problem
- 3:53HighDimensional Median
- 4:47polynomial time
- 5:38easy problems
- 7:04hypothesis testing problems
- 8:19other topics
- 8:39next week
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