2 papers
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…
cs.DS2024
Experimental Design Using Interlacing Polynomials
Lap Chi Lau, Robert Wang, Hong Zhou
We present a unified deterministic approach for experimental design problems using the method of interlacing polynomials. Our framework recovers the best-known approximation guaran…