Papers
Communities
Events
Blog
Pricing
Search
Open menu
Home
Papers
1809.10462
Cited By
Robust covariance estimation under
L
4
−
L
2
L_4-L_2
L
4
−
L
2
norm equivalence
27 September 2018
S. Mendelson
Nikita Zhivotovskiy
Re-assign community
ArXiv
PDF
HTML
Papers citing
"Robust covariance estimation under $L_4-L_2$ norm equivalence"
11 / 11 papers shown
Title
Black-Box
k
k
k
-to-
1
1
1
-PCA Reductions: Theory and Applications
A. Jambulapati
Syamantak Kumar
Jerry Li
Shourya Pandey
Ankit Pensia
Kevin Tian
32
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
L_4-L_2
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
19
35
0
18 Aug 2021
Multivariate mean estimation with direction-dependent accuracy
Gabor Lugosi
S. Mendelson
19
12
0
22 Oct 2020
Robust subgaussian estimation with VC-dimension
Jules Depersin
20
12
0
24 Apr 2020
1