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20112022
most citedQuantile-adaptive model-free variable screening for high-dimensional heterogeneous data

253 citations · 669 across the 14 of their papers we have counts for

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math.ST2022

Robust and Tuning-Free Sparse Linear Regression via Square-Root Slope

Stanislav Minsker, Mohamed Ndaoud, Lang Wang

We consider the high-dimensional linear regression model and assume that a fraction of the measurements are altered by an adversary with complete knowledge of the data and the unde…

math.ST2022★ 2 cited

Robust Estimation of Covariance Matrices: Adversarial Contamination and Beyond

Stanislav Minsker, Lang Wang

We consider the problem of estimating the covariance structure of a random vector from a sample . We are interested in the situation when is…