Robust Modifications of U-statistics and Applications to Covariance
Estimation Problems

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Robust Modifications of U-statistics and Applications to Covariance Estimation Problems

17 January 2018

Stanislav Minsker

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Papers citing "Robust Modifications of U-statistics and Applications to Covariance Estimation Problems"

6 / 6 papers shown

Title
On Medians of (Randomized) Pairwise Means Pierre Laforgue Stephan Clémençon Patrice Bertail 106 12 0 01 Nov 2022
On Estimating Rank-One Spiked Tensors in the Presence of Heavy Tailed Errors Arnab Auddy M. Yuan 57 12 0 20 Jul 2021
Multivariate mean estimation with direction-dependent accuracy Gabor Lugosi S. Mendelson 62 12 0 22 Oct 2020
Algorithms for Heavy-Tailed Statistics: Regression, Covariance Estimation, and Beyond Yeshwanth Cherapanamjeri Samuel B. Hopkins Tarun Kathuria P. Raghavendra Nilesh Tripuraneni 150 39 0 23 Dec 2019
User-Friendly Covariance Estimation for Heavy-Tailed Distributions Y. Ke Stanislav Minsker Zhao Ren Qiang Sun Wen-Xin Zhou 107 57 0 05 Nov 2018
Robust covariance estimation under $L_4-L_2$ norm equivalence S. Mendelson Nikita Zhivotovskiy 109 61 0 27 Sep 2018