Zoraida F. Rico

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20222026

most citedImproved covariance estimation: optimal robustness and sub-Gaussian guarantees under heavy tails

2 citations · 2 across the 5 of their papers we have counts for

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math.ST2022

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 $n$ -sized label-feature sample of at most $ε n$ arbitrary outliers. We wish to estimat…

math.ST2022★ 2 cited

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 $Σ$ of random $d$ -dimensional vector from an i.i.d. sample of size $n$ . Our sole assumption is that this vector satisfies a bounded…