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math.ST2021
On Estimating Rank-One Spiked Tensors in the Presence of Heavy Tailed Errors
Arnab Auddy, Ming Yuan
In this paper, we study the estimation of a rank-one spiked tensor in the presence of heavy tailed noise. Our results highlight some of the fundamental similarities and differences…
math.ST2021
Exact Detection Thresholds and Minimax Optimality of Chatterjee's Correlation Coefficient
Arnab Auddy, Nabarun Deb, Sagnik Nandy
Recently, Chatterjee (2021) introduced a new rank-based correlation coefficient which can be used to measure the strength of dependence between two random variables. This coefficie…