Robust subgaussian estimation with VC-dimension

DOI10.1214/22-AIHP1347MaRDI QIDQ6596223zbMATH OpenFDO

Authors Jules Depersin

Publication date 2 September 2024

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/22-AIHP1347

zbMATH Keywords

heavy tailed datarobustnesssparse estimation

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(3)

• Covariance estimation with direction dependence accuracy
• Covariance estimation: optimal dimension-free guarantees for adversarial corruption and heavy tails
• Computationally efficient and statistically optimal robust high-dimensional linear regression

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