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A Geometric Theory of Outliers and Perturbation

by: John D Dunagan


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We develop a new understanding of outliers and the behavior of linear programs under perturbation. Outliers are ubiquitous in scienti c theory and practice. We analyze a simple algorithm for removal of outliers from a high-dimensional data set and show the algorithm to be asymptotically good. We extend this result to distributions that we can access only by sampling, and also to the optimization version of the problem. Our results cover both the discrete and continuous cases. This is joint...


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