Pages that link to "Item:Q1991680"

The following pages link to Sub-Gaussian estimators of the mean of a random matrix with heavy-tailed entries (Q1991680):

Displaying 50 items.

• A shrinkage principle for heavy-tailed data: high-dimensional robust low-rank matrix recovery (Q820791) (← links)
• Sub-Gaussian estimators of the mean of a random vector (Q1731055) (← links)
• Robust covariance and scatter matrix estimation under Huber's contamination model (Q1800790) (← links)
• Robust high-dimensional factor models with applications to statistical machine learning (Q2038305) (← links)
• Approximating \(L_p\) unit balls via random sampling (Q2039571) (← links)
• High-dimensional index volatility models via Stein's identity (Q2040038) (← links)
• Nearly optimal robust mean estimation via empirical characteristic function (Q2040110) (← links)
• Robust \(k\)-means clustering for distributions with two moments (Q2054489) (← links)
• Scale calibration for high-dimensional robust regression (Q2074316) (← links)
• Robust and efficient mean estimation: an approach based on the properties of self-normalized sums (Q2074319) (← links)
• New challenges in covariance estimation: multiple structures and coarse quantization (Q2106471) (← links)
• Robust sub-Gaussian estimation of a mean vector in nearly linear time (Q2119240) (← links)
• All-in-one robust estimator of the Gaussian mean (Q2131271) (← links)
• Robust covariance estimation for distributed principal component analysis (Q2150893) (← links)
• Concentration study of M-estimators using the influence function (Q2154967) (← links)
• Differential network inference via the fused D-trace loss with cross variables (Q2180062) (← links)
• Confidence regions and minimax rates in outlier-robust estimation on the probability simplex (Q2192314) (← links)
• Mean estimation with sub-Gaussian rates in polynomial time (Q2196216) (← links)
• Robust covariance estimation under \(L_4\)-\(L_2\) norm equivalence (Q2196239) (← links)
• Robust inference via multiplier bootstrap (Q2196240) (← links)
• Minimax estimation of large precision matrices with bandable Cholesky factor (Q2215744) (← links)
• Robust modifications of U-statistics and applications to covariance estimation problems (Q2278677) (← links)
• Distributed estimation of principal eigenspaces (Q2284361) (← links)
• User-friendly covariance estimation for heavy-tailed distributions (Q2292396) (← links)
• Mean estimation and regression under heavy-tailed distributions: A survey (Q2329044) (← links)
• Near-optimal mean estimators with respect to general norms (Q2334371) (← links)
• Robust multivariate mean estimation: the optimality of trimmed mean (Q2656601) (← links)
• Robust projected principal component analysis for large-dimensional semiparametric factor modeling (Q2692929) (← links)
• Zeroth-order nonconvex stochastic optimization: handling constraints, high dimensionality, and saddle points (Q2696568) (← links)
• Adaptive Huber Regression (Q3304852) (← links)
• (Q4998879) (← links)
• A New Principle for Tuning-Free Huber Regression (Q5037807) (← links)
• Comment on “A Tuning-Free Robust and Efficient Approach to High-Dimensional Regression” (Q5146021) (← links)
• FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control (Q5208092) (← links)
• (Q5214246) (← links)
• Local tail statistics of heavy-tailed random matrix ensembles with unitary invariance (Q5877281) (← links)
• Adaptive robust large volatility matrix estimation based on high-frequency financial data (Q6090556) (← links)
• Large-Scale Inference of Multivariate Regression for Heavy-Tailed and Asymmetric Data (Q6092949) (← links)
• Rate-optimal robust estimation of high-dimensional vector autoregressive models (Q6117053) (← links)
• Volatility prediction comparison via robust volatility proxies: an empirical deviation perspective (Q6150535) (← links)
• Robust supervised learning with coordinate gradient descent (Q6172182) (← links)
• Estimates of matrix solutions of operator equations with random parameters under uncertainties (Q6180911) (← links)
• Robust high-dimensional tuning free multiple testing (Q6183774) (← links)
• Understanding Implicit Regularization in Over-Parameterized Single Index Model (Q6185498) (← links)
• Mean estimation in high dimension (Q6200221) (← links)
• Low-rank matrix recovery under heavy-tailed errors (Q6565325) (← links)
• Gaussian differentially private robust mean estimation and inference (Q6589584) (← links)
• Robust estimation of covariance matrices: adversarial contamination and beyond (Q6593376) (← links)
• Quantitative limit theorems and bootstrap approximations for empirical spectral projectors (Q6617183) (← links)
• Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails (Q6656606) (← links)