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Benchmarks
Robust Covariance Estimation on Non-elliptical Laplace coordinates (ε = 0.1)
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33.7
Covariance Error
Ours-MinUpper
-46.152
492.849
1,031.85
1,570.851
Feb 15, 2026
Covariance Error
Subspace Error
Eigenvalue Error
Updated 4d ago
Evaluation Results
Method
Method
Links
Covariance Error
Subspace Error
Eigenvalue Error
Ours-MinUpper
Time(s)=0.193
2026.02
33.7
23.7
10.5
Ours-Lepski
Time(s)=0.284
2026.02
36.5
23.7
12.1
LedoitWolf
Time(s)=0.119
2026.02
545
60.7
376
Tyler
Time(s)=1.56
2026.02
1,100
23.8
911
KendallTau
Time(s)=35.9
2026.02
1,200
29.6
974
MoM-Entry
Time(s)=0.044
2026.02
1,450
65.4
1,010
SCM
Time(s)=0.0244
2026.02
2,030
60.7
1,440
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