A Spectral Algorithm for List-Decodable Covariance Estimation in Relative Frobenius Norm

Ilias Diakonikolas, Daniel M. Kane, Jasper C. H. Lee +2

We study the problem of list-decodable Gaussian covariance estimation. Given a multiset $T$ of $n$ points in ${\mathbb{R}}^d$ such that an unknown $\alpha <1/2$ fraction of points in $T$ ar…