Estimation of the covariance structure of heavy-tailed distributions

1 August 2017

Papers citing "Estimation of the covariance structure of heavy-tailed distributions"

8 / 8 papers shown

Title
Black-Box $k$ -to- $1$ -PCA Reductions: Theory and Applications A. Jambulapati Syamantak Kumar Jerry Li Shourya Pandey Ankit Pensia Kevin Tian 39 2 0 06 Mar 2024
$A generalized Catoni's ${\rm M}$-estimator under finite {$α$-th moment assumption} with $α\in (1,2)$$ A generalized Catoni's ${\rm M}$ -estimator under finite { $α$ -th moment assumption} with $α\in (1,2)$ Peng Chen Xinghu Jin Xiang Li Lihu Xu 24 24 0 10 Oct 2020
Rejoinder: On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning Lin Liu Rajarshi Mukherjee J. M. Robins CML 33 16 0 07 Aug 2020
Robust subgaussian estimation with VC-dimension Jules Depersin 27 12 0 24 Apr 2020
Implicit Self-Regularization in Deep Neural Networks: Evidence from Random Matrix Theory and Implications for Learning Charles H. Martin Michael W. Mahoney AI4CE 47 192 0 02 Oct 2018
Robust covariance estimation under $L_4-L_2$ norm equivalence S. Mendelson Nikita Zhivotovskiy 43 61 0 27 Sep 2018
Adaptive robust estimation in sparse vector model L. Comminges O. Collier M. Ndaoud Alexandre B. Tsybakov 33 15 0 12 Feb 2018
Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries Stanislav Minsker 32 103 0 23 May 2016