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User-Friendly Covariance Estimation for Heavy-Tailed Distributions

5 November 2018

Papers citing "User-Friendly Covariance Estimation for Heavy-Tailed Distributions"

25 / 25 papers shown

Title
Adaptive posterior distributions for uncertainty analysis of covariance matrices in Bayesian inversion problems for multioutput signals E. Curbelo Luca Martino F. Llorente D. Delgado-Gomez 163 1 0 03 Jan 2025
Robust Max Statistics for High-Dimensional Inference Mingshuo Liu Miles E. Lopes 74 1 0 25 Sep 2024
Optimal Estimation of Structured Covariance Operators Omar Al Ghattas Jiaheng Chen D. Sanz-Alonso Nathan Waniorek 96 4 0 04 Aug 2024
Sparse Linear Regression when Noises and Covariates are Heavy-Tailed and Contaminated by Outliers Takeyuki Sasai Hironori Fujisawa 130 0 0 02 Aug 2024
Tuning-free one-bit covariance estimation using data-driven dithering S. Dirksen J. Maly 105 7 0 24 Jul 2023
Provably Robust Temporal Difference Learning for Heavy-Tailed Rewards Semih Cayci A. Eryilmaz 52 2 0 20 Jun 2023
Robust Functional Data Analysis for Discretely Observed Data Lingxuan Shao Fang Yao 39 0 0 25 May 2023
Two Results on Low-Rank Heavy-Tailed Multiresponse Regressions Kangqiang Li Yuxuan Wang 63 1 0 23 May 2023
Covariance Estimation under Missing Observations and $L_4-L_2$ Moment Equivalence Pedro Abdalla 65 1 0 22 May 2023
Statistically Optimal Robust Mean and Covariance Estimation for Anisotropic Gaussians A. Minasyan Nikita Zhivotovskiy 61 9 0 21 Jan 2023
Robustifying Markowitz W. Hardle Yegor Klochkov Alla Petukhina Nikita Zhivotovskiy 57 7 0 28 Dec 2022
Robust convex biclustering with a tuning-free method Yifan Chen Chunyin Lei Chuan‐Quan Li Haiqiang Ma Ningyuan Hu 13 1 0 06 Dec 2022
Tyler's and Maronna's M-estimators: Non-Asymptotic Concentration Results Elad Romanov Gil Kur B. Nadler 72 3 0 21 Jun 2022
Covariance Estimation: Optimal Dimension-free Guarantees for Adversarial Corruption and Heavy Tails Pedro Abdalla Nikita Zhivotovskiy 84 25 0 17 May 2022
High Dimensional Statistical Estimation under Uniformly Dithered One-bit Quantization Junren Chen Cheng-Long Wang Michael Kwok-Po Ng Di Wang MQ 122 20 0 26 Feb 2022
Robust parameter estimation of regression model under weakened moment assumptions Kangqiang Li Songqiao Tang Lixin Zhang 50 0 0 08 Dec 2021
On Estimating Rank-One Spiked Tensors in the Presence of Heavy Tailed Errors Arnab Auddy M. Yuan 51 11 0 20 Jul 2021
Do we need to estimate the variance in robust mean estimation? Qiang Sun OOD 86 7 0 30 Jun 2021
New challenges in covariance estimation: multiple structures and coarse quantization J. Maly Tianyu Yang S. Dirksen Holger Rauhut Giuseppe Caire 58 3 0 11 Jun 2021
Covariance estimation under one-bit quantization S. Dirksen J. Maly Holger Rauhut MQ 79 22 0 02 Apr 2021
Robust covariance estimation for distributed principal component analysis Kangqiang Li Han Bao Lixin Zhang 31 6 0 14 Oct 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 71 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
Optimal estimation of functionals of high-dimensional mean and covariance matrix Jianqing Fan Haolei Weng Yifeng Zhou 54 7 0 20 Aug 2019
Model-free Feature Screening and FDR Control with Knockoff Features Wanjun Liu Y. Ke Jingyuan Liu Runze Li 49 59 0 19 Aug 2019