51 citations · 127 across the 23 of their papers we have counts for
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stat.AP2015
Gaussian and Robust Kronecker Product Covariance Estimation: Existence and Uniqueness
Ilya Soloveychik, Dmitry Trushin
We study the Gaussian and robust covariance estimation, assuming the true covariance matrix to be a Kronecker product of two lower dimensional square matrices. In both settings we…
stat.AP2014★ 3 cited
Group Symmetric Robust Covariance Estimation
Ilya Soloveychik, Dmitry Trushin, Ami Wiesel
In this paper we consider Tyler's robust covariance M-estimator under group symmetry constraints. We assume that the covariance matrix is invariant to the conjugation action of a u…
stat.AP2014★ 3 cited
Error Bound for Compound Wishart Matrices
Ilya Soloveychik
In this paper we consider non-asymptotic behavior of the real compound Wishart matrices that generalize the classical real Wishart distribution. In particular, we consider matrices…