covariance estimation

Covariance-adapting algorithm for semi-bandits with application to sparse outcomes COLT 2020 Estimating Principal Components under Adversarial Perturbations COLT 2020 High-dimensional Linear Discriminant Analysis Classifier for Spiked Covariance Model JMLR 2020 Latent Dynamic Factor Analysis of High-Dimensional Neural Recordings NeurIPS 2020 Loss Control with Rank-one Covariance Estimate for Short-term Portfolio Optimization JMLR 2020 Quadratic Sparse Gaussian Graphical Model Estimation Method for Massive Variables IJCAI 2020 Robust Gaussian Covariance Estimation in Nearly-Matrix Multiplication Time NeurIPS 2020 Semi-parametric Learning of Structured Temporal Point Processes JMLR 2020 Affine Invariant Covariance Estimation for Heavy-Tailed Distributions COLT 2019 Fast Mean Estimation with Sub-Gaussian Rates COLT 2019 Fast structure learning with modular regularization NeurIPS 2019 Graphical Lasso and Thresholding: Equivalence and Closed-form Solutions JMLR 2019 High-dimensional multivariate forecasting with low-rank Gaussian Copula Processes NeurIPS 2019 HMLasso: Lasso with High Missing Rate IJCAI 2019 Random Matrix Improved Covariance Estimation for a Large Class of Metrics ICML 2019 Shared Subspace Models for Multi-Group Covariance Estimation JMLR 2019 An ℓ_∞ Eigenvector Perturbation Bound and Its Application JMLR 2018 A Probability Weighted Beamformer for Noise Robust ASR Interspeech 2018 Estimation of Graphical Models through Structured Norm Minimization JMLR 2018 Estimation with Incomplete Data: The Linear Case IJCAI 2018 Revealing Common Statistical Behaviors in Heterogeneous Populations ICML 2018 Sparse PCA from Sparse Linear Regression NeurIPS 2018 A Lightweight Single-Camera Polarization Compass With Covariance Estimation ICCV 2017 Being Robust (in High Dimensions) Can Be Practical ICML 2017 Computationally Efficient Robust Sparse Estimation in High Dimensions COLT 2017