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Spiked Covariance Estimation on Elliptical Student-t (df=4.5, ε=0.1 Huber)
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0.5
Covariance Error (Operator Norm)
Ours-MinUpper
-0.284
5.008
10.3
15.592
Feb 15, 2026
Covariance Error (Operator Norm)
Subspace Error
Eigenvalue Error
Updated 5d ago
Evaluation Results
Method
Method
Links
Covariance Error (Operator Norm)
Subspace Error
Eigenvalue Error
Ours-MinUpper
CPU Time (s)=0.119 (0....
2026.02
0.5
0.242
0.322
MinCovDet
CPU Time (s)=3.27 (0.081)
2026.02
0.574
0.3
0.334
OGK
CPU Time (s)=3.51 (0.040)
2026.02
0.632
0.32
0.449
tfHuber (M-Est)
CPU Time (s)=243.0 (1.96)
2026.02
15.6
0.592
11.3
SCM
CPU Time (s)=0.014 (0....
2026.02
20.1
0.591
14.8
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