Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries

23 May 2016

Papers citing "Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries"

12 / 12 papers shown

Title
Provably Robust Temporal Difference Learning for Heavy-Tailed Rewards Semih Cayci A. Eryilmaz 13 2 0 20 Jun 2023
Robust Functional Data Analysis for Discretely Observed Data Lingxuan Shao Fang Yao 11 0 0 25 May 2023
Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails R. I. Oliveira Zoraida F. Rico 9 10 0 27 Sep 2022
Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective Weichen Wang Ran An Ziwei Zhu 16 2 0 04 Oct 2021
Generalized Low-rank plus Sparse Tensor Estimation by Fast Riemannian Optimization Jian-Feng Cai Jingyang Li Dong Xia 22 30 0 16 Mar 2021
Multivariate mean estimation with direction-dependent accuracy Gabor Lugosi S. Mendelson 11 12 0 22 Oct 2020
All-In-One Robust Estimator of the Gaussian Mean A. Dalalyan A. Minasyan 6 25 0 04 Feb 2020
Robust subgaussian estimation of a mean vector in nearly linear time Jules Depersin Guillaume Lecué 14 92 0 07 Jun 2019
High-dimensional Varying Index Coefficient Models via Stein's Identity Sen Na Zhuoran Yang Zhaoran Wang Mladen Kolar 11 21 0 16 Oct 2018
Robust covariance estimation under $L_4-L_2$ norm equivalence S. Mendelson Nikita Zhivotovskiy 23 60 0 27 Sep 2018
Robust high dimensional factor models with applications to statistical machine learning Jianqing Fan Kaizheng Wang Yiqiao Zhong Ziwei Zhu 19 53 0 12 Aug 2018
Adaptive Huber Regression Qiang Sun Wen-Xin Zhou Jianqing Fan 31 278 0 21 Jun 2017