T-Rex: Fitting a Robust Factor Model via Expectation-Maximization

17 May 2025

Papers citing "T-Rex: Fitting a Robust Factor Model via Expectation-Maximization"

17 / 17 papers shown

Title
A Subspace-Constrained Tyler's Estimator and its Applications to Structure from Motion Feng Yu Teng Zhang Gilad Lerman 44 3 0 17 Apr 2024
Robust and Sparse M-Estimation of DOA Christoph F. Mecklenbräuker Peter Gerstoft Esa Ollila Yongsung Park 65 15 0 15 Jan 2023
Learning Graphical Factor Models with Riemannian Optimization Alexandre Hippert-Ferrer Florent Bouchard A. Mian Titouan Vayer A. Breloy 61 10 0 21 Oct 2022
Frank-Wolfe-based Algorithms for Approximating Tyler's M-estimator L. Danon Dan Garber 51 4 0 19 Jun 2022
HePPCAT: Probabilistic PCA for Data with Heteroscedastic Noise David Hong Kyle Gilman Laura Balzano Jeffrey A. Fessler 135 20 0 10 Jan 2021
Rigorous Guarantees for Tyler's M-estimator via quantum expansion Cole Franks Ankur Moitra 51 26 0 31 Jan 2020
Heteroskedastic PCA: Algorithm, Optimality, and Applications Anru R. Zhang T. Tony Cai Yihong Wu 197 72 0 19 Oct 2018
Robust high dimensional factor models with applications to statistical machine learning Jianqing Fan Kaizheng Wang Yiqiao Zhong Ziwei Zhu 86 55 0 12 Aug 2018
An Overview of Robust Subspace Recovery Gilad Lerman Tyler Maunu 76 131 0 02 Mar 2018
Computation of the Maximum Likelihood estimator in low-rank Factor Analysis K. Khamaru Rahul Mazumder 39 17 0 18 Jan 2018
Robust Sparse Covariance Estimation by Thresholding Tyler's M-Estimator John Goes Gilad Lerman B. Nadler 48 23 0 25 Jun 2017
Robust Estimation of Structured Covariance Matrix for Heavy-Tailed Elliptical Distributions Ying Sun P. Babu Daniel P. Palomar 47 98 0 17 Jun 2015
Tyler's Covariance Matrix Estimator in Elliptical Models with Convex Structure I. Soloveychik A. Wiesel 67 44 0 07 Apr 2014
Marchenko-Pastur Law for Tyler's M-estimator Teng Zhang Xiuyuan Cheng A. Singer 119 24 0 15 Jan 2014
Robust computation of linear models by convex relaxation Gilad Lerman Michael B. McCoy J. Tropp Teng Zhang 172 161 0 18 Feb 2012
Two Proposals for Robust PCA using Semidefinite Programming Michael B. McCoy J. Tropp 232 162 0 06 Dec 2010
Robust PCA via Outlier Pursuit Huan Xu Constantine Caramanis Sujay Sanghavi 122 768 0 20 Oct 2010