4 citations · 9 across the 8 of their papers we have counts for
4 papers · 1 filter
A spectral least-squares-type method for heavy-tailed corrupted regression with unknown covariance \& heterogeneous noise
Roberto I. Oliveira, Zoraida F. Rico, Philip Thompson
We revisit heavy-tailed corrupted least-squares linear regression assuming to have a corrupted -sized label-feature sample of at most arbitrary outliers. We wish to estimat…
Improved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails
Roberto I. Oliveira, Zoraida F. Rico
We present an estimator of the covariance matrix of random -dimensional vector from an i.i.d. sample of size . Our sole assumption is that this vector satisfies a bounded…
Large deviations for marked sparse random graphs with applications to interacting diffusions
Rangel Baldasso, Roberto I Oliveira, Alan Pereira +1
We consider the empirical neighborhood distribution of marked sparse Erdős-Rényi random graphs, obtained by decorating edges and vertices of a sparse Erdős-Rényi random graph with…
Split Conformal Prediction and Non-Exchangeable Data
Roberto I. Oliveira, Paulo Orenstein, Thiago Ramos +1
Split conformal prediction (CP) is arguably the most popular CP method for uncertainty quantification, enjoying both academic interest and widespread deployment. However, the origi…