29 citations · 47 across the 10 of their papers we have counts for
3 papers · 1 filter
Robust Expectation-Maximization for Covariance Estimation in SIRV Models with Missing Data: Application to InSAR Time Series
M. Cherifi, M. N. El Korso, A. Hippert-Ferrer +1
This paper presents a robust Expectation-Maximization framework for covariance estimation in Scale-Invariant Random Vector (SIRV) models with missing data under ignorable missingne…
Robust low-rank covariance matrix estimation with a general pattern of missing values
Alexandre Hippert-Ferrer, Mohammed Nabil El Korso, Arnaud Breloy +1
This paper tackles the problem of robust covariance matrix estimation when the data is incomplete. Classical statistical estimation methodologies are usually built upon the Gaussia…
Bayesian Lower Bounds for Dense or Sparse (Outlier) Noise in the RMT Framework
Virginie Ollier, Rémy Boyer, Mohammed Nabil El Korso +1
Robust estimation is an important and timely research subject. In this paper, we investigate performance lower bounds on the mean-square-error (MSE) of any estimator for the Bayesi…