Robust covariance estimation under $L_4-L_2$ norm equivalence

27 September 2018

Papers citing "Robust covariance estimation under $L_4-L_2$ norm equivalence"

11 / 11 papers shown

Title
Black-Box $k$ -to- $1$ -PCA Reductions: Theory and Applications A. Jambulapati Syamantak Kumar Jerry Li Shourya Pandey Ankit Pensia Kevin Tian 29 2 0 06 Mar 2024
Tuning-free one-bit covariance estimation using data-driven dithering S. Dirksen J. Maly 18 7 0 24 Jul 2023
Covariance Estimation under Missing Observations and $L_4-L_2$ Moment Equivalence Pedro Abdalla 15 1 0 22 May 2023
Statistically Optimal Robust Mean and Covariance Estimation for Anisotropic Gaussians A. Minasyan Nikita Zhivotovskiy 16 9 0 21 Jan 2023
Outlier-Robust Sparse Mean Estimation for Heavy-Tailed Distributions Ilias Diakonikolas D. Kane Jasper C. H. Lee Ankit Pensia 17 12 0 29 Nov 2022
Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails R. I. Oliveira Zoraida F. Rico 11 10 0 27 Sep 2022
Robust and Sparse Estimation of Linear Regression Coefficients with Heavy-tailed Noises and Covariates Takeyuki Sasai 8 4 0 15 Jun 2022
Covariance Estimation: Optimal Dimension-free Guarantees for Adversarial Corruption and Heavy Tails Pedro Abdalla Nikita Zhivotovskiy 25 25 0 17 May 2022
Dimension-free Bounds for Sums of Independent Matrices and Simple Tensors via the Variational Principle Nikita Zhivotovskiy 16 35 0 18 Aug 2021
Multivariate mean estimation with direction-dependent accuracy Gabor Lugosi S. Mendelson 16 12 0 22 Oct 2020
Robust subgaussian estimation with VC-dimension Jules Depersin 18 12 0 24 Apr 2020