ResearchTrend.AI
  • Papers
  • Communities
  • Events
  • Blog
  • Pricing
Papers
Communities
Social Events
Terms and Conditions
Pricing
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 1809.10462
  4. Cited By
Robust covariance estimation under $L_4-L_2$ norm equivalence

Robust covariance estimation under L4−L2L_4-L_2L4​−L2​ norm equivalence

27 September 2018
S. Mendelson
Nikita Zhivotovskiy
ArXivPDFHTML

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
Black-Box kkk-to-111-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
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
Covariance Estimation under Missing Observations and L4−L2L_4-L_2L4​−L2​ Moment Equivalence
Pedro Abdalla
15
1
0
22 May 2023
Statistically Optimal Robust Mean and Covariance Estimation for
  Anisotropic Gaussians
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
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
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
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
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
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
Multivariate mean estimation with direction-dependent accuracy
Gabor Lugosi
S. Mendelson
16
12
0
22 Oct 2020
Robust subgaussian estimation with VC-dimension
Robust subgaussian estimation with VC-dimension
Jules Depersin
18
12
0
24 Apr 2020
1