Given society's increasing reliance on data, its collection and processing into useful information is a technical problem of growing focus, and perhaps paradoxically, a critical bottleneck in many data science and machine learning applications. Yet, even for the most basic statistical problems such as mean estimation, there is a theory-practice divide. Conventional methods like the sample mean, while supported by theoretical results under strong assumptions, are often brittle in the presence of extreme data. Practitioners thus often use ad-hoc and unprincipled "outlier removal" heuristics, but which can lead to wrong conclusions (e.g. Milikan's underestimation of the electron charge (Holton 1978)).

In this talk, I will describe my work that essentially resolves the fundamental 1-d mean estimation problem. I will show the construction of a statistically-optimal and computationally-efficient 1-dimensional mean estimator, whose estimation error is optimal even in the leading multiplicative constant, under bare minimum distributional assumptions (FOCS 2021). Furthermore, we will discuss its various robustness properties (ICML 2025 Oral), in particular highlighting robustness to adversarial sample corruption. Depending on the allocated time, I will also show a rather different but optimal mean estimator for the "very high-dimensional" regime (ITCS 2022).