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Frank-Wolfe-based Algorithms for Approximating Tyler's M-estimator
v1v2 (latest)

Frank-Wolfe-based Algorithms for Approximating Tyler's M-estimator

19 June 2022
L. Danon
Dan Garber
ArXiv (abs)PDFHTML

Papers citing "Frank-Wolfe-based Algorithms for Approximating Tyler's M-estimator"

2 / 2 papers shown
Title
T-Rex: Fitting a Robust Factor Model via Expectation-Maximization
T-Rex: Fitting a Robust Factor Model via Expectation-Maximization
Daniel Cederberg
79
0
0
17 May 2025
Cubic-Regularized Newton for Spectral Constrained Matrix Optimization
  and its Application to Fairness
Cubic-Regularized Newton for Spectral Constrained Matrix Optimization and its Application to Fairness
Casey Garner
Gilad Lerman
Shuzhong Zhang
49
0
0
02 Sep 2022
1