covariance estimation

Multi-Fidelity Covariance Estimation in the Log-Euclidean Geometry ICML 2023 Online Change-Point Detection in High-Dimensional Covariance Structure with Application to Dynamic Networks JMLR 2023 On the Consistency of Maximum Likelihood Estimation of Probabilistic Principal Component Analysis NeurIPS 2023 Robust covariance estimation with missing values and cell-wise contamination NeurIPS 2023 A Nonconvex Framework for Structured Dynamic Covariance Recovery JMLR 2022 A Private and Computationally-Efficient Estimator for Unbounded Gaussians COLT 2022 Differentially Private Covariance Revisited NeurIPS 2022 Differentially Private Regression with Unbounded Covariates AISTATS 2022 Estimating graphical models for count data with applications to single-cell gene network NeurIPS 2022 Estimating the Optimal Covariance with Imperfect Mean in Diffusion Probabilistic Models ICML 2022 Frank-Wolfe-based Algorithms for Approximating Tyler's M-estimator NeurIPS 2022 New Lower Bounds for Private Estimation and a Generalized Fingerprinting Lemma NeurIPS 2022 On perfectness in Gaussian graphical models AISTATS 2022 Polynomial-Time Sum-of-Squares Can Robustly Estimate Mean and Covariance of Gaussians Optimally ALT 2022 Private Robust Estimation by Stabilizing Convex Relaxations COLT 2022 A Second-Order Approach to Learning With Instance-Dependent Label Noise CVPR 2021 Consistent Right-Invariant Fixed-Lag Smoother with Application to Visual Inertial SLAM AAAI 2021 Covariance-Aware Private Mean Estimation Without Private Covariance Estimation NeurIPS 2021 Differentially Private Correlation Alignment for Domain Adaptation IJCAI 2021 Improved Shrinkage Prediction under a Spiked Covariance Structure JMLR 2021 Integrated Principal Components Analysis JMLR 2021 SPECTRE: defending against backdoor attacks using robust statistics ICML 2021 A convex optimization formulation for multivariate regression NeurIPS 2020 A Robust Univariate Mean Estimator is All You Need AISTATS 2020 CoinPress: Practical Private Mean and Covariance Estimation NeurIPS 2020