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

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

Daniel Cederberg
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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
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
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
Learning Graphical Factor Models with Riemannian Optimization
Alexandre Hippert-Ferrer
Florent Bouchard
A. Mian
Titouan Vayer
A. Breloy
63
10
0
21 Oct 2022
Frank-Wolfe-based Algorithms for Approximating Tyler's M-estimator
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
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
Rigorous Guarantees for Tyler's M-estimator via quantum expansion
Cole Franks
Ankur Moitra
53
26
0
31 Jan 2020
Heteroskedastic PCA: Algorithm, Optimality, and Applications
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
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
An Overview of Robust Subspace Recovery
Gilad Lerman
Tyler Maunu
79
131
0
02 Mar 2018
Computation of the Maximum Likelihood estimator in low-rank Factor Analysis
Computation of the Maximum Likelihood estimator in low-rank Factor Analysis
K. Khamaru
Rahul Mazumder
41
17
0
18 Jan 2018
Robust Sparse Covariance Estimation by Thresholding Tyler's M-Estimator
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
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
Tyler's Covariance Matrix Estimator in Elliptical Models with Convex Structure
I. Soloveychik
A. Wiesel
69
44
0
07 Apr 2014
Marchenko-Pastur Law for Tyler's M-estimator
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
Robust computation of linear models by convex relaxation
Gilad Lerman
Michael B. McCoy
J. Tropp
Teng Zhang
175
161
0
18 Feb 2012
Two Proposals for Robust PCA using Semidefinite Programming
Two Proposals for Robust PCA using Semidefinite Programming
Michael B. McCoy
J. Tropp
232
162
0
06 Dec 2010
Robust PCA via Outlier Pursuit
Robust PCA via Outlier Pursuit
Huan Xu
Constantine Caramanis
Sujay Sanghavi
122
768
0
20 Oct 2010