Robust Covariance Estimation on Non-elliptical signed log-normal sigma=0.5, epsilon=0.05 (test)
0.317Covariance Error
Ours-MinUpper
Updated 5d ago
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
2026.02 | 0.317 | 0.226 | 0.0978 | |
2026.02 | 0.323 | 0.227 | 0.0882 | |
2026.02 | 2.29 | 0.708 | 1.32 | |
2026.02 | 5.21 | 0.316 | 4.05 | |
2026.02 | 6.57 | 0.228 | 5.54 | |
2026.02 | 8.99 | 0.745 | 5.99 | |
2026.02 | 13.3 | 0.708 | 9.55 |