ResearchTasksSpiked Covariance EstimationSpiked Covariance EstimationFollowBenchmarksDatasetSOTA methodSortMost resultsRecently updatedMost papersApplyDatasetSOTA methodMetricTrendResultsLast updatedNon-elliptical signed log-normal Scenario 2, ε = 0.1 Huber contamination (synthetic)Ours-MinUpper0.331Cov Error (Op Norm)5Feb 26, 2026Spiked covariance benchmark under elliptical Student-t (df=4.5) with ε = 0.1 Huber contaminationOurs-MinUpper0.5Covariance Error (Operator Norm)5Feb 26, 2026
Non-elliptical signed log-normal Scenario 2, ε = 0.1 Huber contamination (synthetic)Ours-MinUpper0.331Cov Error (Op Norm)5Feb 26, 2026
Spiked covariance benchmark under elliptical Student-t (df=4.5) with ε = 0.1 Huber contaminationOurs-MinUpper0.5Covariance Error (Operator Norm)5Feb 26, 2026