conftrace_

covariance estimation

98 papers

Explore in graph

Co-occurring keywords

high-dimensional statistics (145) differential privacy (1016) graphical model (864) covariance matrix (101) mean estimation (70) precision matrix (58) robust estimation (168) robust statistics (102) gaussian graphical model (106) sparse estimation (88)

Papers

Polynomial-Time Sum-of-Squares Can Robustly Estimate Mean and Covariance of Gaussians Optimally ALT 2022
Estimating the Optimal Covariance with Imperfect Mean in Diffusion Probabilistic Models ICML 2022
Frank-Wolfe-based Algorithms for Approximating Tyler's M-estimator NIPS 2022
Differentially Private Covariance Revisited NIPS 2022
Estimating graphical models for count data with applications to single-cell gene network NIPS 2022
New Lower Bounds for Private Estimation and a Generalized Fingerprinting Lemma NIPS 2022
Consistent Right-Invariant Fixed-Lag Smoother with Application to Visual Inertial SLAM AAAI 2021
Covariance-Aware Private Mean Estimation Without Private Covariance Estimation NIPS 2021
Differentially Private Correlation Alignment for Domain Adaptation IJCAI 2021
Integrated Principal Components Analysis JMLR 2021
A Second-Order Approach to Learning With Instance-Dependent Label Noise CVPR 2021
SPECTRE: defending against backdoor attacks using robust statistics ICML 2021
Improved Shrinkage Prediction under a Spiked Covariance Structure JMLR 2021
Covariance-adapting algorithm for semi-bandits with application to sparse outcomes COLT 2020
A Robust Univariate Mean Estimator is All You Need AISTATS 2020
Robust Gaussian Covariance Estimation in Nearly-Matrix Multiplication Time NIPS 2020
Latent Dynamic Factor Analysis of High-Dimensional Neural Recordings NIPS 2020
A convex optimization formulation for multivariate regression NIPS 2020
Quadratic Sparse Gaussian Graphical Model Estimation Method for Massive Variables IJCAI 2020
CoinPress: Practical Private Mean and Covariance Estimation NIPS 2020
Estimating Principal Components under Adversarial Perturbations COLT 2020
Loss Control with Rank-one Covariance Estimate for Short-term Portfolio Optimization JMLR 2020
High-dimensional Linear Discriminant Analysis Classifier for Spiked Covariance Model JMLR 2020
Semi-parametric Learning of Structured Temporal Point Processes JMLR 2020
HMLasso: Lasso with High Missing Rate IJCAI 2019