2 papers
stat.ME2026
Streaming robust covariance estimation and sequential outlier detection
Paul Guillot, Antoine Godichon-Baggioni, Stéphane Robin +1
Robust estimation of the covariance matrix and outlier detection remain major statistical hurdles, particularly in large datasets where the rate of data contamination increases. Th…
math.ST2024
Online and Offline Robust Multivariate Linear Regression
Antoine Godichon-Baggioni, Stephane S. Robin, Laure Sansonnet
We consider the robust estimation of the parameters of multivariate Gaussian linear regression models. To this aim we consider robust version of the usual (Mahalanobis) least-squar…