Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails

27 September 2022

Papers citing "Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails"

8 / 8 papers shown

Title
Robust Estimation in metric spaces: Achieving Exponential Concentration with a Fréchet Median Jakwang Kim Jiyoung Park Anirban Bhattacharya 32 0 0 19 Apr 2025
Robust high-dimensional Gaussian and bootstrap approximations for trimmed sample means Lucas Resende 28 1 0 29 Oct 2024
Robust Gradient Descent for Phase Retrieval Alex Buna Patrick Rebeschini OOD 31 0 0 14 Oct 2024
Minimax Linear Regression under the Quantile Risk Ayoub El Hanchi Chris J. Maddison Murat A. Erdogdu 25 2 0 17 Jun 2024
Covariance estimation with direction dependence accuracy Pedro Abdalla S. Mendelson 8 0 0 13 Feb 2024
Covariance Estimation under Missing Observations and $L_4-L_2$ Moment Equivalence Pedro Abdalla 29 1 0 22 May 2023
Trimmed sample means for robust uniform mean estimation and regression R. I. Oliveira Lucas Resende 30 5 0 13 Feb 2023
Statistically Optimal Robust Mean and Covariance Estimation for Anisotropic Gaussians A. Minasyan Nikita Zhivotovskiy 29 9 0 21 Jan 2023