Spiked covariance benchmark
Benchmarks
| Task Name | Dataset Name | SOTA Result | Trend | |
|---|---|---|---|---|
| Spiked Covariance Estimation | Spiked covariance benchmark under elliptical Student-t (df=4.5) with ε = 0.1 Huber contamination | Covariance Error (Operator Norm)0.5 | 5 |
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