activity
20212026
most citedCovariance Estimation: Optimal Dimension-free Guarantees for Adversarial Corruption and Heavy Tails

4 citations · 4 across the 5 of their papers we have counts for

collaborators

7 papers

stat.ML2026

Robust Mean Estimation under Quantization

Pedro Abdalla, Junren Chen

We consider the problem of mean estimation under quantization and adversarial corruption. We construct multivariate robust estimators that are optimal up to logarithmic factors in…

cs.IT2025

On sharp stable recovery from clipped and folded measurements

Pedro Abdalla, Daniel Freeman, João P. G. Ramos +1

We investigate the stability of vector recovery from random linear measurements which have been either clipped or folded. This is motivated by applications where measurement device…

math.ST2024

Covariance estimation with direction dependence accuracy

Pedro Abdalla, Shahar Mendelson

We construct an estimator for covariance matrices of unknown, centred random vectors X, with the given data consisting of N independent measurements of X…

math.ST2023

Covariance Estimation under Missing Observations and Moment Equivalence

Pedro Abdalla

We consider the problem of estimating the covariance matrix of a random vector by observing i.i.d samples and each entry of the sampled vector is missed with probability . Under…

math.ST2022★ 4 cited

Covariance Estimation: Optimal Dimension-free Guarantees for Adversarial Corruption and Heavy Tails

Pedro Abdalla, Nikita Zhivotovskiy

We provide an estimator of the covariance matrix that achieves the optimal rate of convergence (up to constant factors) in the operator norm under two standard notions of data cont…

cs.IT2021

Robust Sparse Recovery with Sparse Bernoulli matrices via Expanders

Pedro Abdalla

Sparse binary matrices are of great interest in the field of sparse recovery, nonnegative compressed sensing, statistics in networks, and theoretical computer science. This class o…

cs.IT2021

Dictionary-Sparse Recovery From Heavy-Tailed Measurements

Pedro Abdalla, Christian Kümmerle

The recovery of signals that are sparse not in a basis, but rather sparse with respect to an over-complete dictionary is one of the most flexible settings in the field of compresse…