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Robust Covariance Estimation

Benchmarks

DatasetSOTA methodMetricTrendResultsLast updated

Non-elliptical Laplace coordinates contamination level ε = 0.05 (test)

0.347Covariance Error

7

Feb 26, 2026

Non-elliptical signed log-normal sigma=0.5, epsilon=0.05 (test)

0.317Covariance Error

7

Feb 26, 2026

Elliptical Student-t contamination level ε = 0.1 df=8

0.346Covariance Error

7

Feb 26, 2026

Elliptical Student-t df=8 epsilon = 0.0

0.379CovErr

7

Feb 26, 2026

Non-elliptical Laplace coordinates ε = 0.0

0.343Covariance Error

7

Feb 26, 2026

Elliptical Gaussian ε = 0.1

0.303Covariance Error

7

Feb 26, 2026

Non-elliptical Laplace coordinates contamination level ε = 0.1

33.7Covariance Error

7

Feb 26, 2026

Non-elliptical signed log-normal (sigma = 0.5) epsilon = 0.0

30.5Covariance Error

7

Feb 26, 2026