In this work, we study the problem of robustly estimating the mean/locat...
In the Wishart model for sparse PCA we are given n samples Y_1,…,
Y_n dr...
We consider estimation models of the form Y=X^*+N, where X^* is some
m-d...
We develop machinery to design efficiently computable and consistent
est...
We study efficient algorithms for Sparse PCA in standard statistical mod...
We give a novel analysis of the Huber loss estimator for consistent robu...