Robust Sparse Covariance Estimation by Thresholding Tyler's M-Estimator

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Robust Sparse Covariance Estimation by Thresholding Tyler's M-Estimator

25 June 2017

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Papers citing "Robust Sparse Covariance Estimation by Thresholding Tyler's M-Estimator"

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Title
Efficient Estimation of Regularized Tyler's M-Estimator Using Approximate LOOCV Karim Abou-Moustafa 27 0 0 30 May 2025
T-Rex: Fitting a Robust Factor Model via Expectation-Maximization Daniel Cederberg 79 0 0 17 May 2025
A Subspace-Constrained Tyler's Estimator and its Applications to Structure from Motion Feng Yu Teng Zhang Gilad Lerman 61 3 0 17 Apr 2024
Improved Convergence Rates of Windowed Anderson Acceleration for Symmetric Fixed-Point Iterations Casey Garner Gilad Lerman Teng Zhang 46 1 0 04 Nov 2023
Covariance Operator Estimation: Sparsity, Lengthscale, and Ensemble Kalman Filters Omar Al Ghattas Jiaheng Chen D. Sanz-Alonso Nathan Waniorek 67 5 0 25 Oct 2023
Affine equivariant Tyler's M-estimator applied to tail parameter learning of elliptical distributions Esa Ollila Daniel P. Palomar Frédéric Pascal 23 4 0 07 May 2023
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
Tyler's and Maronna's M-estimators: Non-Asymptotic Concentration Results Elad Romanov Gil Kur B. Nadler 66 3 0 21 Jun 2022
Frank-Wolfe-based Algorithms for Approximating Tyler's M-estimator L. Danon Dan Garber 51 4 0 19 Jun 2022
Nearly minimax robust estimator of the mean vector by iterative spectral dimension reduction A. Bateni A. Minasyan A. Dalalyan 54 2 0 05 Apr 2022
Near optimal sample complexity for matrix and tensor normal models via geodesic convexity Cole Franks Rafael Oliveira Akshay Ramachandran M. Walter 61 8 0 14 Oct 2021
Rigorous Guarantees for Tyler's M-estimator via quantum expansion Cole Franks Ankur Moitra 67 26 0 31 Jan 2020
Elliptical Perturbations for Differential Privacy M. Reimherr Jordan Awan 57 12 0 23 May 2019
An Overview of Robust Subspace Recovery Gilad Lerman Tyler Maunu 84 131 0 02 Mar 2018