# Estimation Accuracy on Heavy-tailed noise t-distribution, df=2

Source: [Estimation Accuracy on Heavy-tailed noise t-distribution, df=2](<https://www.sota2.com/research/sota/estimation-accuracy-on-heavy-tailed-noise-t-distribution-df-2>)

Collection index: [llms.txt](<https://www.sota2.com/research/llms.txt>)

Data updated: 2026-06-29T06:49:24.683Z

Evaluation of parameter estimation accuracy (measured by L2, L-infinity, Sigma norms, MCC, and Symmetric Difference) when fitting models to data generated from a heavy-tailed Student's t-distribution with 2 degrees of freedom.

A research result applies to its stated dataset, split, metric and evaluation configuration. Compare like-for-like settings, preserve the metric's unit and direction, and distinguish paper-reported results from independent reproduction. The best result recorded here is not a claim of exhaustive, current global coverage.

| Scope | Recorded value |
| --- | --- |
| Task | Estimation Accuracy |
| Dataset (including any stated split) | Heavy-tailed noise t-distribution, df=2 |
| Metric | L2 Error (\|\|β - β\*\|\|2) |
| Unit | SCALAR |
| Direction | Lower is better |
| Results loaded | 4 of 4 |
| Coverage | All results currently returned for this benchmark |

Evaluation settings may differ between results. The original papers and recorded configurations are needed to establish comparability. A shared metric name alone does not establish an identical protocol.

## Metrics

- [L2 Error (\|\|β - β\*\|\|2)](<https://www.sota2.com/research/sota/estimation-accuracy-on-heavy-tailed-noise-t-distribution-df-2.md?metric=L2%20Error%20(%7C%7C%CE%B2%20-%20%CE%B2*%7C%7C2)>): Lower is better; unit: SCALAR.

- [L-infinity Error (\|\|β - β\*\|\|∞)](<https://www.sota2.com/research/sota/estimation-accuracy-on-heavy-tailed-noise-t-distribution-df-2.md?metric=L-infinity%20Error%20(%7C%7C%CE%B2%20-%20%CE%B2*%7C%7C%E2%88%9E)>): Lower is better; unit: SCALAR.

- [Sigma Norm Error (\|\|β - β\*\|\|Σ)](<https://www.sota2.com/research/sota/estimation-accuracy-on-heavy-tailed-noise-t-distribution-df-2.md?metric=Sigma%20Norm%20Error%20(%7C%7C%CE%B2%20-%20%CE%B2*%7C%7C%CE%A3)>): Lower is better; unit: SCALAR.

- [MCC (Matthews Correlation Coefficient)](<https://www.sota2.com/research/sota/estimation-accuracy-on-heavy-tailed-noise-t-distribution-df-2.md?metric=MCC%20(Matthews%20Correlation%20Coefficient)>): Higher is better; unit: SCALAR.

- [Symmetric Difference](<https://www.sota2.com/research/sota/estimation-accuracy-on-heavy-tailed-noise-t-distribution-df-2.md?metric=Symmetric%20Difference>): Lower is better; unit: SCALAR.

## Recorded results

| Method | L2 Error (\|\|β - β\*\|\|2) | Result date | Report paper |
| --- | --- | --- | --- |
| Oracle Huber | 0.269 | Not recorded | 6a41fc22206542251d7ccbd2 |
| AC-IHT | 0.61 | Not recorded | 6a41fc22206542251d7ccbd2 |
| Ada-Huber | 0.683 | Not recorded | 6a41fc22206542251d7ccbd2 |
| IHT-ℓ1 | 0.757 | Not recorded | 6a41fc22206542251d7ccbd2 |

### Oracle Huber

L2 Error (\|\|β - β\*\|\|2): 0.269. Result ID: 6a42156dfbc373592c86b46f.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc22206542251d7ccbd2.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### AC-IHT

L2 Error (\|\|β - β\*\|\|2): 0.61. Result ID: 6a42156dfbc373592c86b46c.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc22206542251d7ccbd2.md>)

[Method origin paper](<https://www.sota2.com/research/paper/6a41fc22206542251d7ccbd2.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### Ada-Huber

L2 Error (\|\|β - β\*\|\|2): 0.683. Result ID: 6a42156dfbc373592c86b46e.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc22206542251d7ccbd2.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa55441e209131ce992888.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

### IHT-ℓ1

L2 Error (\|\|β - β\*\|\|2): 0.757. Result ID: 6a42156dfbc373592c86b46d.

[Reporting paper](<https://www.sota2.com/research/paper/6a41fc22206542251d7ccbd2.md>)

[Method origin paper](<https://www.sota2.com/research/paper/68fa5a591e209131ce9bf0a1.md>)

Recorded evaluation configuration: Not recorded. This record does not assert independent reproduction.

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