Covariance estimation with direction dependence accuracy
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Cites work
- Approximating \(L_p\) unit balls via random sampling
- Bounding the smallest singular value of a random matrix without concentration
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- High-dimensional covariance matrix estimation with missing observations
- High-dimensional probability. An introduction with applications in data science
- scientific article; zbMATH DE number 49190 (Why is no real title available?)
- Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails
- Learning without concentration
- Lower Bounds for Approximation by Nonlinear Manifolds
- Mean estimation and regression under heavy-tailed distributions: A survey
- Multivariate mean estimation with direction-dependent accuracy
- Near-optimal mean estimators with respect to general norms
- Optimal robust mean and location estimation via convex programs with respect to any pseudo-norms
- Random matrices and high-dimensional statistics: beyond covariance matrices
- Robust subgaussian estimation with VC-dimension
- Sample Covariance Matrices of Heavy-Tailed Distributions
- Some limit theorems for empirical processes (with discussion)
- Sub-Gaussian mean estimators
- Upper and lower bounds for stochastic processes. Modern methods and classical problems
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