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Minimax Rates for Robust Gaussian Mean Estimation Near the Breakdown Point under Constraints

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Abstract

We study the mean estimation of Gaussian location model with star-shaped constraints under adversarial contamination, where at most k<N/2 k<N/2 among N N observations are corrupted by an oracle adversary. We characterize the minimax squared ℓ2 \ell_2 risk throughout the full range of contamination level ε=k/N∈[0,1/2) \varepsilon = k/N \in [0,1/2) . The minimax risk is \begin{equation*} \mathfrak{M}\asymp \big( δ_\varepsilon ^{2} \vee σ^2\varepsilon ^2\log \frac{e}{1-2\varepsilon } \big) \wedge d^2 , \end{equation} where δε∗:=sup⁡{r≥0:(1−2ε)Nr2σ2≤log⁡MKloc(r,c)} δ_\varepsilon ^* := \sup \big\{ r \geq 0: (1-2\varepsilon )\frac{Nr ^2}{σ^2} \leq \log M^\mathrm{ loc }_K(r ,c) \big\} , log⁡MKloc(r,c) \log M^\mathrm{ loc }_K(r ,c) is the local entropy of constraint set K K , d d is the diameter of K K (set d=∞ d=\infty if K K is unbounded), σ2In σ^2 I_n is the covariance of the Gaussian noise, and c c is a sufficiently large constant. Our result sheds light on the interaction between contamination error and information theoretic complexity in the regime of proximity to the breakdown point ε↑1/2 \varepsilon \uparrow 1/2 .

Introduction

Robust statistics under contamination is a central topic in modern statistics, and is drawing increasing attention from both the statistics and computer science communities [5, 13]. A fundamental model in this field is the location model with adversarial corruption, where kk in N\mathbb{N} samples are corrupted by an adversarial algorithm [5]. Call the contamination fraction ε:=k/N\varepsilon:= k/N. The fraction ε=1/2\varepsilon= 1/2 is the breakdown point for unique recovery of the mean parameter: beyond it, two different mean parameters can generate the same corrupted data and are thus indistinguishable. When the contamination level is bounded away from the breakdown point, as assumed in much of the existing literature, the minimax rate is governed by the usual local entropy scale. Work such as [13] treats the contamination level ε≤1/2−κ\varepsilon\le1/2 - \kappa for some fixed κ>0\kappa> 0. Crucially, this restriction prevents the analysis of the minimax rate in the regime of proximity to the breakdown point ε↑1/2\varepsilon\uparrow1/2. The purpose of this paper is to fill this gap and characterize the minimax rate in the full range of ε∈[0,1/2)\varepsilon\in[0,1/2).

Problem Setup

We start by introducing the adversarial corruption model as follows, as in [5][Definition 2.5].

Definition 1.1 (Gaussian Location Model under Adversarial Corruption). Let clean data

X~1,…,X~N∼i.i.d.N(μ,σ2In),μ∈K⊆Rn.\widetilde{X}_1,\ldots,\widetilde{X}_N \overset{\mathrm{i.i.d.}}{\sim} \mathcal{N}(\mu,\sigma^2 I_n), \quad\mu\in K \subseteq\mathbb{R}^n.

Then an oracle adversarial algorithm C\mathcal{C} is allowed to examine and then corrupt at most kk clean samples, where 0≤k<N20 \le k < \frac{N}{2}; we write ε:=k/N\varepsilon:= k/N as the fraction of corrupted data. The adversary has access to the model parameters, the clean data, and the mapping of the

estimator, using auxiliary randomness if needed. The resulting corrupted data is denoted as X1:N:=(X1,…,XN)=C(X~1:N)X_{1:N} := (X_1,\ldots,X_N) = C(\widetilde{X}_{1:N}).

Our goal is to characterize the minimax risk of estimating μ\mu under the adversarial corruption model, in terms of squared ℓ2\ell_2 loss up to absolute constant factors. Define the minimax risk:

M=M(K,N,k,σ):=inf⁡μ^sup⁡μ∈Ksup⁡CEμ,C[∥μ^(X1:N)−μ∥2](1)\mathcal{M} = \mathcal{M}(K,N,k,\sigma) := \inf_{\hat{\mu}} \sup_{\mu\in K} \sup_C \mathbb{E}_{\mu,C}\left[\left\|\hat{\mu}(X_{1:N})-\mu\right\|^2\right] \tag*{(1)}

where the risk is defined for given K,N,k,σK,N,k,\sigma, and the estimator μ^\hat{\mu} is allowed to depend on these parameters. The corruption adversary CC can possibly have auxiliary randomness, and the expectation is taken over both the randomness of the clean data and the adversary.

Notation

Throughout the paper, we use nn for the ambient dimension, NN the sample size, kk the number of corrupted samples, ε:=k/N\varepsilon:= k/N the contamination fraction, σ2In\sigma^2 I_n the covariance of the Gaussian noise, and K⊆RnK \subseteq\mathbb{R}^n the parameter constraint set. Define the diameter of KK as d:=diam⁡(K):=sup⁡x,y∈K∥x−y∥d := \operatorname{diam}(K) := \sup_{x,y\in K}\|x-y\|.

For any two real numbers a,ba,b, we define a∨b:=max⁡{a,b}a \vee b := \max\{a,b\} and a∧b:=min⁡{a,b}a \wedge b := \min\{a,b\}. For any integer NN, we define [N]:={1,2,…,N}[N] := \{1,2,\ldots,N\}. For any vector x∈Rnx \in\mathbb{R}^n, we denote its ℓ2\ell_2 norm as ∥x∥:=∑i=1nxi2\|x\| := \sqrt{\sum_{i=1}^n x_i^2}. For any matrix AA, we denote its transpose as ATA^\mathsf{T}. Write B(x,r):={y∈Rn:∥y−x∥≤r}B(x,r) := \{y \in\mathbb{R}^n : \|y-x\| \le r\} as the closed ball centered at xx with radius rr. Write Bq(R):={x∈Rn:∥x∥q≤R}B_q(R) := \{x \in\mathbb{R}^n : \|x\|_q \le R\} as the ℓq\ell_q ball with radius RR centered at the origin. For nonnegative quantities a,ba,b depending on the problem parameters n,N,k,σ,Kn,N,k,\sigma,K, we write a≲ba \lesssim b if a≤Cba \le Cb for some universal constant C>0C>0 independent of n,N,k,σ,Kn,N,k,\sigma,K. Similarly, we write a≳ba \gtrsim b if a≥Cba \ge Cb, and a≍ba \asymp b if both a≲ba \lesssim b and a≳ba \gtrsim b. For any set AA, we denote its indicator function as 1A(x)=1\mathbf{1}_A(x) = 1 if x∈Ax \in A, and 00 otherwise. We denote the normal distribution with mean μ\mu and covariance matrix Σ\Sigma as N(μ,Σ)\mathcal{N}(\mu,\Sigma), and the binomial distribution with parameters m,pm,p as Binomial⁡(m,p)\operatorname{Binomial}(m,p). For any two probability measures P,QP,Q, we denote their total variation distance as dTV(P,Q):=sup⁡A∣P(A)−Q(A)∣d_{\mathrm{TV}}(P,Q) := \sup_A |P(A)-Q(A)|.

Also, we formalize the definition of two key concepts in this work: star-shaped set and local metric entropy.

Definition 1.2 (Star-Shaped Set). A set K⊆RnK \subseteq\mathbb{R}^n is called star-shaped if there exists a point x∗∈Kx^* \in K such that for any x∈Kx \in K, the entire line segment connecting x∗x^* and xx is contained in KK. Formally, for any t∈[0,1]t \in[0,1], we have tx∗+(1−t)x∈Kt x^* + (1-t)x \in K. Any such point x∗x^* is called a center of the star-shaped set KK.

Remark 1.1. Star-shaped sets are a generalization of convex sets. Every convex set is star-shaped, with every point in the set being a center. However, not every star-shaped set is convex, making the star-shaped set a substantially richer class of sets. An important instance of a star-shaped set is the sparse vector set, which is non-convex but star-shaped with the origin being a center.

Definition 1.3 (Local Metric Entropy). Given a set K⊆RnK \subseteq\mathbb{R}^n and r>0r>0, the rr-packing number of KK is defined as the supremum of the cardinality M=M(r,K)M=M(r,K) of a subset ${v_1,\ldots,v_M}\subseteq K

such that ∥νi−νj∥≥r\lVert\nu_i-\nu_j\rVert\ge r for all i≠ji\ne j. Then given any fixed constant c>1c>1, define the maximal local packing number of KK as

MKloc(r,c):=sup⁡ν∈KM(r/c,K∩B(ν,r)),M^{\mathrm{loc}}_{K}(r,c):=\sup_{\nu\in K} M(r/c,K\cap B(\nu,r)),

where we may drop the subscript KK when it is clear from the context. The local metric entropy of KK is then defined as log⁡MKloc(r,c)\log M^{\mathrm{loc}}_{K}(r,c). We make the convention that log⁡MKloc(0,c):=0\log M^{\mathrm{loc}}_{K}(0,c):=0.

Related Work

The theoretical study of robust statistics has a long history, dating back to Huber’s seminal work [8]. Later, [7] formalized the notion of breakdown point, and [1] identified 1/21/2 to be the natural breakdown point for location estimation. These classical works determined where the estimation problem becomes statistically impossible, while leaving the finite-sample behavior largely unexplored. In recent years, more corruption regimes have been studied, and there have been more works developing both computational and theoretical foundations of robust estimation [4, 5, 10, 9, 13]. We outline several closely related works in the following.

Robust mean estimation near the breakdown point has been studied in prior work. [4] developed the minimax theoretic framework for Huber’s contamination model, and showed how robust testing yields optimal rates across various estimation models. [9] studied the Gaussian mean-shift model and established the minimax rate for the whole range of contamination levels. Their result found a phase transition governed by N−2kN-2k, and the established rate can be substantially faster than those under unrestricted contamination. [3] focused on adversarial corruption model similar to ours through an overlap-based analysis and considered robust sparse mean estimation. However, their results do not provide a general characterization of the minimax rate under general parameter constraints. Our work further connects the corruption component with the information-theoretic component induced by local geometry, capturing the interaction between the constraint geometry and adversarial corruption.

For mean estimation with constraints under adversarial corruption, we utilize a tournament-on-the-tree framework first developed in [11] and later extended to adversarial corruption in [13]. Crucially, [13] extended the framework to adversarial corruption with star-shaped constraints, and established the minimax rate for ε\varepsilon strictly bounded away from 1/21/2. As a result, the rate dependence when approaching the breakdown point was not characterized.

Going beyond the breakdown point of 1/21/2, unique recovery is no longer possible, and list-decodable learning becomes a natural alternative [2, 6].

Contributions and Organization

Our main contribution is a sharp characterization of the minimax squared ℓ2\ell_2 risk for Gaussian mean estimation under adversarial corruption with star-shaped constraints, uniformly over the full range of unique recovery of the mean parameter, i.e., ε∈[0,1/2)\varepsilon\in[0,1/2). We extend the fixed-gap results of [13] and show that the proximity to the breakdown point affects the minimax rate in two ways: (i) the information-theoretic component is governed by a fixed point equation involving the local metric entropy and the effective sample size N−2k=N(1−2ε)N-2k=N(1-2\varepsilon), and (ii) the contamination component exhibits a logarithmic divergence of order σ2ε2log⁡e1−2ε\sigma^2\varepsilon^2\log\frac{e}{1-2\varepsilon}. Our characterization of the minimax rate applies to both bounded and unbounded star-shaped sets, and recovers the existing results when ε\varepsilon is strictly bounded away from 1/21/2.

Our proof establishes matching upper and lower bounds through several key arguments. The upper bound is based on the tournament-on-the-tree framework in [13], with careful calibration of constants in the tail probabilities and stopping conditions when ε\varepsilon approaches 1/21/2. For the unbounded case, we further assess the localization step and its impact on the risk. On the lower bound side, we first introduce a posterior symmetrization trick to establish the effective sample size reduction from NN to N−2kN-2k with a proper adversary. This produces the information-theoretic lower bound via a local Fano’s argument. Then we construct a truncated maximal-coupling adversary and apply Le Cam’s two-point method to establish the contamination lower bound. Together, these arguments establish matching bounds up to universal constants independent of contamination level ε\varepsilon, allowing us to characterize the behavior of the adversarial corruption minimax rate in the full regime of ε∈[0,1/2)\varepsilon\in[0,1/2).

The remainder of the paper is organized as follows. § 2 presents the main results, including the minimax rate and several examples, and outlines the lower- and upper-bound arguments. § 3 discusses possible extensions and future directions. The appendices provide technical details: Appendix § 5 provides a brief review of the tournament-on-the-tree framework and several useful properties involved in the analysis; Appendix § 6 derives the rates for the examples in § 2.1; Appendix § 7 proves the lower bound and Appendix § 8-§ 10 prove the upper bound.

Main Results

Theorem 2.1 (Minimax Rate). Let K⊆RnK \subseteq\mathbb{R}^n be a star-shaped set with diameter dd (in the case of unbounded KK, we set d=∞d=\infty). Set 0≤k<N/20 \leq k < N/2 and ε:=k/N\varepsilon:= k/N. Let samples be drawn following Definition 1.1. Then

M≍(δε∗2∨σ2ε2log⁡e1−2ε)∧d2.(2)\mathfrak{M} \asymp\left(\delta_\varepsilon^{*2} \vee\sigma^2\varepsilon^2 \log\frac{e}{1-2\varepsilon}\right) \wedge d^2. \tag*{(2)}

Here δε∗\delta_\varepsilon^* is defined as

δε∗:=sup⁡{r≥0:(1−2ε)Nr2σ2≤log⁡Mloc(r,c)},(3)\delta_\varepsilon^* := \sup\left\{r \geq0 : (1-2\varepsilon)\frac{Nr^2}{\sigma^2} \leq\log\mathcal{M}^{\mathrm{loc}}(r,c)\right\}, \tag*{(3)}

in which cc is a sufficiently large constant.

Theorem 2.1 reveals two mechanisms behind the minimax rate, together with their dependence on the corruption level ε\varepsilon: The first term δε∗2\delta_\varepsilon^{*2} is the information theoretic component, which is a function of the local metric entropy log⁡Mloc(r,c)\log M^{\mathrm{loc}}(r,c) and the effective sample size N−2k=N(1−2ε)N-2k=N(1-2\varepsilon). The second term σ2ε2log⁡e1−2ε\sigma^2\varepsilon^2\log\frac{e}{1-2\varepsilon} is the contamination error component, exhibiting a logarithmic rate divergence as ε\varepsilon approaches 1/21/2. This agrees with its counterpart for Huber’s contamination model [9][Appendix E], but differs from the sharper rate for Gaussian mean-shift model.

Our work is a direct continuation of [13]. Our result recovers their Gaussian rate when ε∈[0,1/2−κ]\varepsilon\in[0,1/2-\kappa] is strictly bounded away from 1/21/2, and further extends the minimax rate to the whole range of ε∈[0,1/2)\varepsilon\in[0,1/2). We formalize the recovery of their fixed-gap result in the following proposition. Proof given in Section A.1.

References

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