Spiked Covariance Estimation on Non-elliptical signed log-normal (Scenario 2, ε=0.1 Huber)
0.331Cov Error (Op Norm)Ours-MinUpper
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| Ours-MinUpperCPU Time (s)=0.372 (0.117)2026.02 | 0.331 | 0.231 | 0.099 | |
| OGKCPU Time (s)=18.9 (2.16)2026.02 | 0.372 | 0.255 | 0.113 | |
| MinCovDetCPU Time (s)=19.3 (0.489)2026.02 | 0.384 | 0.244 | 0.124 | |
| tfHuber (M-Est)CPU Time (s)=733.0 (2.39)2026.02 | 14.4 | 0.61 | 10.7 | |
| SCMCPU Time (s)=0.048 (0.022)2026.02 | 18.7 | 0.604 | 14 |