Robust Covariance Estimation on Elliptical Gaussian ε = 0.1
0.303Covariance Error
Ours-Lepski
Updated 4d ago
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
2026.02 | 0.303 | 0.228 | 0.0993 | |
2026.02 | 0.337 | 0.228 | 0.107 | |
2026.02 | 6.69 | 0.602 | 4.36 | |
2026.02 | 11.7 | 0.306 | 9.56 | |
2026.02 | 12.7 | 0.23 | 10.7 | |
2026.02 | 16.5 | 0.652 | 11 | |
2026.02 | 22.8 | 0.602 | 15 |