Non-elliptical signed log-normal
Benchmarks
TaskDatasetSOTA resultTrendResults
Non-elliptical signed log-normal (σ = 0.5) with contamination level ε = 0.1 (test)
0.329Covariance Error
7
Non-elliptical signed log-normal sigma=0.5, epsilon=0.05 (test)
0.317Covariance Error
7
Non-elliptical signed log-normal (sigma = 0.5) epsilon = 0.0
30.5Covariance Error
7
Non-elliptical signed log-normal Scenario 2, ε = 0.1 Huber contamination (synthetic)
0.331Cov Error (Op Norm)
5