Robust Sparse Covariance Estimation by Thresholding Tyler's M-Estimator

25 June 2017

Papers citing "Robust Sparse Covariance Estimation by Thresholding Tyler's M-Estimator"

5 / 5 papers shown

Title
T-Rex: Fitting a Robust Factor Model via Expectation-Maximization Daniel Cederberg 22 0 0 17 May 2025
Near optimal sample complexity for matrix and tensor normal models via geodesic convexity Cole Franks Rafael Oliveira Akshay Ramachandran M. Walter 36 8 0 14 Oct 2021
Rigorous Guarantees for Tyler's M-estimator via quantum expansion Cole Franks Ankur Moitra 14 26 0 31 Jan 2020
Elliptical Perturbations for Differential Privacy M. Reimherr Jordan Awan 14 12 0 23 May 2019
An Overview of Robust Subspace Recovery Gilad Lerman Tyler Maunu 28 130 0 02 Mar 2018