23 citations · 31 across the 2 of their papers we have counts for
3 papers
stat.ML2019★ 8 cited
Excess risk bounds in robust empirical risk minimization
Stanislav Minsker, Timothée Mathieu
This paper investigates robust versions of the general empirical risk minimization algorithm, one of the core techniques underlying modern statistical methods. Success of the empir…
math.ST2018
Uniform bounds for robust mean estimators
Stanislav Minsker
This paper is devoted to the estimators of the mean that provide strong non-asymptotic guarantees under minimal assumptions on the underlying distribution. The main ideas behind pr…
math.ST2017★ 23 cited
Estimation of the covariance structure of heavy-tailed distributions
Stanislav Minsker, Xiaohan Wei
We propose and analyze a new estimator of the covariance matrix that admits strong theoretical guarantees under weak assumptions on the underlying distribution, such as existence o…