Spiked Covariance Estimation on Non-elliptical signed log-normal (Scenario 2, ε=0.1 Huber)
0.331Cov Error (Op Norm)
Ours-MinUpper
Updated 1mo ago
Evaluation Results
| Method | Links | |||
|---|---|---|---|---|
2026.02 | 0.331 | 0.231 | 0.099 | |
2026.02 | 0.372 | 0.255 | 0.113 | |
2026.02 | 0.384 | 0.244 | 0.124 | |
2026.02 | 14.4 | 0.61 | 10.7 | |
2026.02 | 18.7 | 0.604 | 14 |