Robust covariance estimation under $L_4-L_2$ norm equivalence

Robust covariance estimation under $L_4-L_2$ norm equivalence

27 September 2018

Nikita Zhivotovskiy

Papers citing "Robust covariance estimation under $L_4-L_2$ norm equivalence"

15 / 15 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
Tuning-free one-bit covariance estimation using data-driven dithering S. Dirksen J. Maly 23 7 0 24 Jul 2023
Covariance Estimation under Missing Observations and $L_4-L_2$ Moment Equivalence Pedro Abdalla 31 1 0 22 May 2023
Statistically Optimal Robust Mean and Covariance Estimation for Anisotropic Gaussians A. Minasyan Nikita Zhivotovskiy 29 9 0 21 Jan 2023
Outlier-Robust Sparse Mean Estimation for Heavy-Tailed Distributions Ilias Diakonikolas D. Kane Jasper C. H. Lee Ankit Pensia 25 12 0 29 Nov 2022
Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails R. I. Oliveira Zoraida F. Rico 35 10 0 27 Sep 2022
Robust and Sparse Estimation of Linear Regression Coefficients with Heavy-tailed Noises and Covariates Takeyuki Sasai 26 4 0 15 Jun 2022
Covariance Estimation: Optimal Dimension-free Guarantees for Adversarial Corruption and Heavy Tails Pedro Abdalla Nikita Zhivotovskiy 38 25 0 17 May 2022
On Empirical Risk Minimization with Dependent and Heavy-Tailed Data Abhishek Roy Krishnakumar Balasubramanian Murat A. Erdogdu 34 18 0 06 Sep 2021
Dimension-free Bounds for Sums of Independent Matrices and Simple Tensors via the Variational Principle Nikita Zhivotovskiy 24 35 0 18 Aug 2021
Covariance estimation under one-bit quantization S. Dirksen J. Maly Holger Rauhut MQ 31 20 0 02 Apr 2021
Optimal Mean Estimation without a Variance Yeshwanth Cherapanamjeri Nilesh Tripuraneni Peter L. Bartlett Michael I. Jordan 23 21 0 24 Nov 2020
Multivariate mean estimation with direction-dependent accuracy Gabor Lugosi S. Mendelson 28 12 0 22 Oct 2020
Robust subgaussian estimation with VC-dimension Jules Depersin 27 12 0 24 Apr 2020
Robust $k$ -means Clustering for Distributions with Two Moments Yegor Klochkov Alexey Kroshnin Nikita Zhivotovskiy 25 19 0 06 Feb 2020