Image de couverture de livre

Robust Estimation of Location in Matrix Manifolds Using the Projected Frobenius Median

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Hong, Houren, Hingee, Kassel Liam, Scealy, Janice L., Wood, Andrew T. A.
Format:	Preprint
Publié:	2026
Sujets:	Methodology
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

A Robust Extrinsic Single-index Model for Spherical Data
par: Hong, Houren, et autres
Publié: (2025)

Principal Subsimplex Analysis
par: Lee, Hyeon, et autres
Publié: (2025)

Regression for spherical responses with linear and spherical covariates using a scaled link function
par: Kato, Shogo, et autres
Publié: (2025)

Generalized Score Matching
par: Xu, Jiazhen, et autres
Publié: (2023)

Dirichlet Process-based Robust Clustering using the Median-of-Means Estimator
par: Basu, Supratik, et autres
Publié: (2023)

Convex Clustering Redefined: Robust Learning with the Median of Means Estimator
par: De, Sourav, et autres
Publié: (2025)

Robust Sparse Precision Matrix Estimation and its Application
par: Lu, Zhengke, et autres
Publié: (2025)

A Componentwise Estimation Procedure for Multivariate Location and Scatter: Robustness, Efficiency and Scalability
par: Chakraborty, Soumya, et autres
Publié: (2024)

Estimating Unknown Population Sizes Using the Hypergeometric Distribution
par: Hodgson, Liam, et autres
Publié: (2024)

Robust Variational Bayes by Min-Max Median Aggregation
par: Yan, Jiawei, et autres
Publié: (2025)

Robust Matrix Estimation with Side Information
par: Agarwal, Anish, et autres
Publié: (2026)

Denoising and Multilinear Projected-Estimation of High-Dimensional Matrix-Variate Factor Time Series
par: Gao, Zhaoxing, et autres
Publié: (2023)

A Direct Variance Estimation (DiVE) for Meta-Analysis of Median Differences
par: Okuda, Tadahisa, et autres
Publié: (2026)

Scalable Gaussian Process Regression Via Median Posterior Inference for Estimating Multi-Pollutant Mixture Health Effects
par: Sonabend, Aaron, et autres
Publié: (2024)

Scale-Calibrated Median-of-Means for Robust Distributed Principal Component Analysis
par: You, Kisung
Publié: (2026)

Testing Equality of Medians for Multiple Samples
par: Bhattacharyya, Swapnaneel
Publié: (2025)

High-Dimensional Precision Matrix Quadratic Forms: Estimation Framework for $p > n$
par: Hong, Shizhe, et autres
Publié: (2026)

Quantile Least Squares: A Flexible Approach for Robust Estimation and Validation of Location-Scale Families
par: Adjieteh, Mohammed, et autres
Publié: (2024)

Functional Estimation of Manifold-Valued Diffusion Processes
par: McErlean, Jacob, et autres
Publié: (2026)

Robust Functional Principal Component Analysis for Non-Euclidean Random Objects
par: Xu, Jiazhen, et autres
Publié: (2023)

A Novel Unit Distribution Named As Median Based Unit Rayleigh (MBUR): Properties and Estimations
par: Attia, Iman Mohammed
Publié: (2024)

A Two-step Estimating Approach for Heavy-tailed AR Models with Non-zero Median GARCH-type Noises
par: She, Rui, et autres
Publié: (2025)

Generalized Method of Moments and Percentile Method: Estimating parameters of the Novel Median Based Unit Weibull Distribution
par: Attia, Iman Mohamed
Publié: (2024)

Adversarially Perturbed Precision Matrix Estimation
par: Xie, Yiling
Publié: (2026)

Evidence Estimation in Gaussian Graphical Models Using a Telescoping Block Decomposition of the Precision Matrix
par: Bhadra, Anindya, et autres
Publié: (2022)

Inductive Global and Local Manifold Approximation and Projection
par: Kim, Jungeum, et autres
Publié: (2024)

Doubly Robust Estimation under Covariate-Induced Dependent Left Truncation
par: Wang, Yuyao, et autres
Publié: (2022)

Quantifying Periodicity in Non-Euclidean Random Objects
par: Xu, Jiazhen, et autres
Publié: (2025)

Change Point Detection for Random Objects with Periodic Behavior
par: Xu, Jiazhen, et autres
Publié: (2025)

On Doubly Robust Estimation with Nonignorable Missing Data Using Instrumental Variables
par: Sun, Baoluo, et autres
Publié: (2023)

Stochastic Block Covariance Matrix Estimation
par: Chen, Yunran, et autres
Publié: (2025)

Matrix Decomposition-Based Approach to Estimate the STARTS Model
par: Usami, Satoshi
Publié: (2026)

Median Radial Function: A Robust, Covariance-Free Framework and Applications
par: Elamir, Elsayed
Publié: (2026)

Score Matching for Truncated Density Estimation on a Manifold
par: Williams, Daniel J., et autres
Publié: (2022)

Why Is the Double-Robust Estimator for Causal Inference Not Doubly Robust for Variance Estimation?
par: Wu, Hao, et autres
Publié: (2025)

Inlier Recovery for Robust Registration via Gram-Matrix Overlap
par: Wu, Ruizi, et autres
Publié: (2026)

Graph Estimation Based on Neighborhood Selection for Matrix-variate Data
par: Shin, Minsub, et autres
Publié: (2025)

Regularized Estimation of High-Dimensional Matrix-Variate Autoregressive Models
par: Jiang, Hangjin, et autres
Publié: (2024)

Weighted Average Ensemble for Cholesky-based Covariance Matrix Estimation
par: Kang, Xiaoning, et autres
Publié: (2025)

Bayesian Covariance Estimation for Multi-group Matrix-variate Data
par: Bersson, Elizabeth, et autres
Publié: (2023)