Exact spectral norm error of sample covariance

27 July 2022

Papers citing "Exact spectral norm error of sample covariance"

7 / 7 papers shown

Title
Optimal Estimation of Structured Covariance Operators Omar Al Ghattas Jiaheng Chen D. Sanz-Alonso Nathan Waniorek 31 3 0 04 Aug 2024
Concentration and moment inequalities for heavy-tailed random matrices M. Jirak Stanislav Minsker Yiqiu Shen Martin Wahl 23 1 0 17 Jul 2024
Statistically Optimal Robust Mean and Covariance Estimation for Anisotropic Gaussians A. Minasyan Nikita Zhivotovskiy 21 9 0 21 Jan 2023
Gaussian random projections of convex cones: approximate kinematic formulae and applications Q. Han Hua Ren 12 2 0 11 Dec 2022
Dimension-free Bounds for Sum of Dependent Matrices and Operators with Heavy-Tailed Distribution Shogo H. Nakakita Pierre Alquier Masaaki Imaizumi 16 2 0 18 Oct 2022
Extreme singular values of inhomogeneous sparse random rectangular matrices Ioana Dumitriu Yizhe Zhu 37 8 0 25 Sep 2022
The Lasso with general Gaussian designs with applications to hypothesis testing Michael Celentano Andrea Montanari Yuting Wei 42 63 0 27 Jul 2020