Affine Invariant Covariance Estimation for Heavy-Tailed Distributions

8 February 2019

Papers citing "Affine Invariant Covariance Estimation for Heavy-Tailed Distributions"

4 / 4 papers shown

Title
Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails R. I. Oliveira Zoraida F. Rico 26 10 0 27 Sep 2022
Covariance Estimation: Optimal Dimension-free Guarantees for Adversarial Corruption and Heavy Tails Pedro Abdalla Nikita Zhivotovskiy 38 25 0 17 May 2022
Dimension-free Bounds for Sums of Independent Matrices and Simple Tensors via the Variational Principle Nikita Zhivotovskiy 24 35 0 18 Aug 2021
Distribution-Free Robust Linear Regression Jaouad Mourtada Tomas Vaskevicius Nikita Zhivotovskiy OOD 36 23 0 25 Feb 2021