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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

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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…