Spiked Covariance Estimation on Elliptical Student-t (df=4.5, ε=0.1 Huber)
0.5Covariance Error (Operator Norm)Ours-MinUpper
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| Ours-MinUpperCPU Time (s)=0.119 (0.018)2026.02 | 0.5 | 0.242 | 0.322 | |
| MinCovDetCPU Time (s)=3.27 (0.081)2026.02 | 0.574 | 0.3 | 0.334 | |
| OGKCPU Time (s)=3.51 (0.040)2026.02 | 0.632 | 0.32 | 0.449 | |
| tfHuber (M-Est)CPU Time (s)=243.0 (1.96)2026.02 | 15.6 | 0.592 | 11.3 | |
| SCMCPU Time (s)=0.014 (0.003)2026.02 | 20.1 | 0.591 | 14.8 |