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Spiked Covariance Estimation on Elliptical Student-t (df=4.5, ε=0.1 Huber)

0.5Covariance Error (Operator Norm)

Ours-MinUpper

-0.2845.00810.315.592Feb 15, 2026
Updated 5d ago

Evaluation Results

MethodLinks
2026.02
0.50.2420.322
2026.02
0.5740.30.334
2026.02
0.6320.320.449
2026.02
15.60.59211.3
2026.02
20.10.59114.8