23 citations · 26 across the 3 of their papers we have counts for
3 papers
cs.IT2022
Lower Bounds on the Error Probability for Invariant Causal Prediction
Austin Goddard, Yu Xiang, Ilya Soloveychik
It is common practice to collect observations of feature and response pairs from different environments. A natural question is how to identify features that have consistent predict…
stat.ME2016★ 23 cited
Simultaneous penalized M-estimation of covariance matrices using geodesically convex optimization
Esa Ollila, Ilya Soloveychik, David E. Tyler +1
A common assumption when sampling -dimensional observations from distinct group is the equality of the covariance matrices. In this paper, we propose two penalized -estim…
stat.AP2014★ 3 cited
Error Bound for Compound Wishart Matrices
Ilya Soloveychik
In this paper we consider non-asymptotic behavior of the real compound Wishart matrices that generalize the classical real Wishart distribution. In particular, we consider matrices…