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math.ST2022★ 2 cited
Tyler's and Maronna's M-estimators: Non-Asymptotic Concentration Results
Elad Romanov, Gil Kur, Boaz Nadler
Tyler's and Maronna's M-estimators, as well as their regularized variants, are popular robust methods to estimate the scatter or covariance matrix of a multivariate distribution. I…
math.ST2022
An Efficient Minimax Optimal Estimator For Multivariate Convex Regression
Gil Kur, Eli Putterman
This work studies the computational aspects of multivariate convex regression in dimensions . Our results include the \emph{first} estimators that are minimax optimal (up…