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math.ST2025
Near optimal sample complexity for matrix and tensor normal models via geodesic convexity
Cole Franks, Rafael Oliveira, Akshay Ramachandran +1
The matrix normal model, i.e., the family of Gaussian matrix-variate distributions whose covariance matrices are the Kronecker product of two lower dimensional factors, is frequent…
math.ST2025
Optimal Bounds for Tyler's M-Estimator for Elliptical Distributions
Lap Chi Lau, Akshay Ramachandran
A fundamental problem in statistics is estimating the shape matrix of an Elliptical distribution. This generalizes the familiar problem of Gaussian covariance estimation, for which…