Convex programming approach to robust estimation of a multivariate
Gaussian model

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Convex programming approach to robust estimation of a multivariate Gaussian model

15 December 2015

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Papers citing "Convex programming approach to robust estimation of a multivariate Gaussian model"

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Title
$Outlier-robust estimation of a sparse linear model using $\ell_1$-penalized Huber's $M$-estimator$ Outlier-robust estimation of a sparse linear model using $\ell_1$ -penalized Huber's $M$ -estimator A. Dalalyan Philip Thompson 221 68 0 12 Apr 2019
Restricted eigenvalue property for corrupted Gaussian designs Philip Thompson A. Dalalyan 263 1 0 21 May 2018
Minimax estimation of a p-dimensional linear functional in sparse Gaussian models and robust estimation of the mean O. Collier A. Dalalyan 281 8 0 15 Dec 2017
Robust Sparse Estimation Tasks in High Dimensions Jerry Li 209 27 0 20 Feb 2017
Robust Estimators in High Dimensions without the Computational Intractability Ilias Diakonikolas Gautam Kamath D. Kane Haibin Zhang Ankur Moitra Alistair Stewart 298 531 0 21 Apr 2016