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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…
math.ST2021
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…