  We study the fundamental problems of Gaussian mean estimation and linear
regression with Gaussian covariates in the presence of Huber contamination. Our
main contribution is the design of the first sample near-optimal and almost
linear-time algorithms with optimal error guarantees for both of these
problems. Specifically, for Gaussian robust mean estimation on $\mathbb{R}^d$
with contamination parameter $\epsilon \in (0, \epsilon_0)$ for a small
absolute constant $\epsilon_0$, we give an algorithm with sample complexity $n
= \tilde{O}(d/\epsilon^2)$ and almost linear runtime that approximates the
target mean within $\ell_2$-error $O(\epsilon)$. This improves on prior work
that achieved this error guarantee with polynomially suboptimal sample and time
complexity. For robust linear regression, we give the first algorithm with
sample complexity $n = \tilde{O}(d/\epsilon^2)$ and almost linear runtime that
approximates the target regressor within $\ell_2$-error $O(\epsilon)$. This is
the first polynomial sample and time algorithm achieving the optimal error
guarantee, answering an open question in the literature. At the technical
level, we develop a methodology that yields almost-linear time algorithms for
multi-directional filtering that may be of broader interest.
