Robust Covariance Estimation for Entry-wise Contaminated and Partially Observed Data via Expectation Maximization Algorithm
arXiv:2610.21709v1 Announce Type: new Abstract: Robust covariance estimation under entry-wise contamination and missing data is challenging in various signal processing applications. Under the Student-$t$ model, observation-level reweighting induces a uniform attenuation across samples, which can l…
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- 2026-10-16 04:00 · arXiv stat.ML
Robust Covariance Estimation for Entry-wise Contaminated and Partially Observed Data via Expectation Maximization Algorithm