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math.ST2021
Online nonparametric regression with Sobolev kernels
Oleksandr Zadorozhnyi, Pierre Gaillard, Sebastien Gerschinovitz +1
In this work we investigate the variation of the online kernelized ridge regression algorithm in the setting of dimensional adversarial nonparametric regression. We derive the…
math.ST2019★ 6 cited
Affine Invariant Covariance Estimation for Heavy-Tailed Distributions
Dmitrii Ostrovskii, Alessandro Rudi
In this work we provide an estimator for the covariance matrix of a heavy-tailed multivariate distributionWe prove that the proposed estimator admits an \tex…