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Estimation of the covariance structure of heavy-tailed distributions

1 August 2017

Papers citing "Estimation of the covariance structure of heavy-tailed distributions"

25 / 25 papers shown

Title
Optimal Estimation of Structured Covariance Operators Omar Al Ghattas Jiaheng Chen D. Sanz-Alonso Nathan Waniorek 98 4 0 04 Aug 2024
Concentration and moment inequalities for heavy-tailed random matrices M. Jirak Stanislav Minsker Yiqiu Shen Martin Wahl 85 1 0 17 Jul 2024
Black-Box $k$ -to- $1$ -PCA Reductions: Theory and Applications A. Jambulapati Syamantak Kumar Jerry Li Shourya Pandey Ankit Pensia Kevin Tian 61 3 0 06 Mar 2024
Pitfalls of Climate Network Construction: A Statistical Perspective Moritz Haas B. Goswami U. V. Luxburg 55 4 0 05 Nov 2022
Quantitative limit theorems and bootstrap approximations for empirical spectral projectors M. Jirak Martin Wahl 72 4 0 26 Aug 2022
On Estimating Rank-One Spiked Tensors in the Presence of Heavy Tailed Errors Arnab Auddy M. Yuan 57 12 0 20 Jul 2021
Robust covariance estimation for distributed principal component analysis Kangqiang Li Han Bao Lixin Zhang 45 6 0 14 Oct 2020
$A generalized Catoni's ${\rm M}$-estimator under finite {$α$-th moment assumption} with $α\in (1,2)$$ A generalized Catoni's ${\rm M}$ -estimator under finite { $α$ -th moment assumption} with $α\in (1,2)$ Peng Chen Xinghu Jin Xiang Li Lihu Xu 62 25 0 10 Oct 2020
$β$ -Cores: Robust Large-Scale Bayesian Data Summarization in the Presence of Outliers Dionysis Manousakas Cecilia Mascolo 45 2 0 31 Aug 2020
Rejoinder: On nearly assumption-free tests of nominal confidence interval coverage for causal parameters estimated by machine learning Lin Liu Rajarshi Mukherjee J. M. Robins CML 77 16 0 07 Aug 2020
Understanding Implicit Regularization in Over-Parameterized Single Index Model Jianqing Fan Zhuoran Yang Mengxin Yu 81 18 0 16 Jul 2020
Robust subgaussian estimation with VC-dimension Jules Depersin 85 12 0 24 Apr 2020
II. High Dimensional Estimation under Weak Moment Assumptions: Structured Recovery and Matrix Estimation Xiaohan Wei 127 0 0 05 Mar 2020
Algorithms of Robust Stochastic Optimization Based on Mirror Descent Method A. Juditsky A. Nazin A. S. Nemirovsky Alexandre B. Tsybakov 71 64 0 05 Jul 2019
Affine Invariant Covariance Estimation for Heavy-Tailed Distributions Dmitrii Ostrovskii Alessandro Rudi 79 10 0 08 Feb 2019
Uniform Hanson-Wright type concentration inequalities for unbounded entries via the entropy method Yegor Klochkov Nikita Zhivotovskiy 81 31 0 09 Dec 2018
Finite-sample analysis of M-estimators using self-concordance Dmitrii Ostrovskii Francis R. Bach 87 52 0 16 Oct 2018
Implicit Self-Regularization in Deep Neural Networks: Evidence from Random Matrix Theory and Implications for Learning Charles H. Martin Michael W. Mahoney AI4CE 137 201 0 02 Oct 2018
Robust covariance estimation under $L_4-L_2$ norm equivalence S. Mendelson Nikita Zhivotovskiy 109 61 0 27 Sep 2018
Uniform-in-Submodel Bounds for Linear Regression in a Model Free Framework Arun K. Kuchibhotla L. Brown A. Buja E. George Linda H. Zhao 54 2 0 15 Feb 2018
Dimension-free PAC-Bayesian bounds for the estimation of the mean of a random vector O. Catoni Ilaria Giulini 62 30 0 12 Feb 2018
Adaptive robust estimation in sparse vector model L. Comminges O. Collier M. Ndaoud Alexandre B. Tsybakov 116 16 0 12 Feb 2018
Robust Modifications of U-statistics and Applications to Covariance Estimation Problems Stanislav Minsker Xiaohan Wei 88 27 0 17 Jan 2018
Distributed Estimation of Principal Eigenspaces Jianqing Fan Dong Wang Kaizheng Wang Ziwei Zhu 102 166 0 21 Feb 2017
Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries Stanislav Minsker 116 103 0 23 May 2016