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20162025
most citedConsistent Estimation for PCA and Sparse Regression with Oblivious Outliers

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cs.DS2025

Nearly Optimal Robust Covariance and Scatter Matrix Estimation Beyond Gaussians

Gleb Novikov

We study the problem of computationally efficient robust estimation of the covariance/scatter matrix of elliptical distributions -- that is, affine transformations of spherically s…

cs.DS2023

Robust Mean Estimation Without Moments for Symmetric Distributions

Gleb Novikov, David Steurer, Stefan Tiegel

We study the problem of robustly estimating the mean or location parameter without moment assumptions. We show that for a large class of symmetric distributions, the same error as…