26 citations · 34 across the 12 of their papers we have counts for
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math.ST2026
High-Dimensional Regularization of the Spatial Sign Covariance Matrix for Robust Shape Estimation
Jonas Elmerraji, James C. Spall, Mateo Díaz
Covariance estimation is a key component of many applications in system identification and data-driven control. Although heavy-tailed distributions may lack a covariance matrix to…
math.OC2026
Zeroth-Order Langevin Monte Carlo via SPSA under Noisy Function Measurements
Hongbo Li, James C. Spall
In sampling problems, gradient-based schemes such as Langevin Monte Carlo (LMC) mix faster than non-gradient-based methods, but their applicability is limited by access to the grad…