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Regularized $M$ -Estimators of Scatter Matrix

https://doi.org/10.1109/tsp.2014.2360826

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Robust Statistics

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Large dimensional analysis and optimization of robust shrinkage covariance matrix estimators

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A note on multivariate location and scatter statistics for sparse data sets

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A well-conditioned estimator for large-dimensional covariance matrices

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Covariance matrix estimation for CFAR detection in correlated heavy tailed clutter

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Data analysis for shapes and images

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Statistical Analysis for the Angular Central Gaussian Distribution on the Sphere

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Sparse inverse covariance estimation with the graphical lasso

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Matched subspace detectors

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Adaptive subspace detectors

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Diagonally Loaded Normalised Sample Matrix Inversion (LNSMI) for Outlier-Resistant Adaptive Filtering

inferredcites →https://doi.org/10.1109/pimrc.2003.1259213openalex-snapshot

Robust antenna array processing using M-estimators of pseudo-covariance

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Distribution-free detection under complex elliptically symmetric clutter distribution

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Fully Automatic Computation of Diagonal Loading Levels for Robust Adaptive Beamforming

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Recursive estimation of the covariance matrix of a compound-Gaussian process and its application to adaptive CFAR detection

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The adaptive coherence estimator: a uniformly most-powerful-invariant adaptive detection statistic

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Covariance Structure Maximum-Likelihood Estimates in Compound Gaussian Noise: Existence and Algorithm Analysis

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Influence Function and Asymptotic Efficiency of Scatter Matrix Based Array Processors: Case MVDR Beamformer

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Robust Shrinkage Estimation of High-Dimensional Covariance Matrices

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Unified Framework to Regularized Covariance Estimation in Scaled Gaussian Models

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Complex Elliptically Symmetric Distributions: Survey, New Results and Applications

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Geodesic Convexity and Covariance Estimation

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Multivariate Generalized Gaussian Distribution: Convexity and Graphical Models

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Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach— Part 1: The Over-Sampled Case

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Regularized Covariance Matrix Estimation in Complex Elliptically Symmetric Distributions Using the Expected Likelihood Approach—Part 2: The Under-Sampled Case

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Generalized Robust Shrinkage Estimator and Its Application to STAP Detection Problem

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Robust space-time scatter matrix estimator for broadband antenna arrays

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Covariance-Regularized Regression and Classification for high Dimensional Problems

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Constrained M-estimation for multivariate location and scatter

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Robust $M$-Estimators of Multivariate Location and Scatter

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Redescending $M$-Estimates of Multivariate Location and Scatter

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A Distribution-Free $M$-Estimator of Multivariate Scatter

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

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Shrinking in COMFORT

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An Overview of Covariance‐based Change Detection Methodologies in Multivariate SAR Image Time Series

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A Review of Tyler’s Shape Matrix and Its Extensions

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The Fisher–Rao Geometry of CES Distributions

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Linear Shrinkage of Sample Covariance Matrix or Matrices Under Elliptical Distributions: A Review

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Robust High-Dimensional Precision Matrix Estimation

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Robust and Sparse Estimation of the Inverse Covariance Matrix Using Rank Correlation Measures

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Robust DOA Estimator Under Non-Gaussian Noise and Insufficient Sample Support

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Classification Rules for Axial Data: Parametric and Nonparametric Approaches

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Disciplined Geodesically Convex Programming: A Symbolic Framework for Verifying Geodesic Convexity

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Information geometry of Wasserstein statistics on shapes and affine deformations

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Knowledge-aided covariance estimate via geometric mean for adaptive detection

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Challenges of cellwise outliers

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Combining the MGHyp distribution with nonlinear shrinkage in modeling financial asset returns

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Tyler’s and Maronna’s M-estimators: Non-asymptotic concentration results

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Generalized implementation of invariant coordinate selection with positive semi-definite scatter matrices

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sGraSP: A graph-based method for the derivation of subject-specific functional parcellations of the brain

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Robust adaptive detection of buried pipes using GPR

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GLRT detector based on knowledge aided covariance estimation in compound Gaussian environment

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Sparsity-aware robust community detection (SPARCODE)

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A GLRT-like CFAR detector for heterogeneous environments

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A novel covariance model for MIMO sensing systems and its identification from measurements

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Censoring outliers in elliptically symmetric multivariate distribution

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Online change detection in SAR time-series with Kronecker product structured scaled Gaussian models

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Elliptical Wishart distributions: Information geometry, maximum likelihood estimator, performance analysis and statistical learning

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Maximum a posteriori covariance matrix estimation using F prior

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Robust Statistics for Signal Processing

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Preface

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Introduction and Foundations

inferred← citeshttps://doi.org/10.1017/9781139084291.003openalex-snapshot

Robust Estimation: The Linear Regression Model

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Robust Penalized Regression in the Linear Model

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Robust Estimation of Location and Scatter (Covariance) Matrix

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Robustness in Sensor Array Processing

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Tensor Models and Robust Statistics

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Robust Filtering

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Robust Methods for Dependent Data

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Robust Spectral Estimation

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Robust Bootstrap Methods

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Real-Life Applications

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Bibliography

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Index

inferred← citeshttps://doi.org/10.1080/01621459.2024.2350573openalex-snapshot

Tests for Large-Dimensional Shape Matrices via Tyler’s M Estimators

inferred← citeshttps://doi.org/10.1080/30681618.2026.2700280openalex-snapshot

Robust M -Estimation of Scatter Matrices via Precision Structure Shrinkage

inferred← citeshttps://doi.org/10.1109/acssc.2016.7869159openalex-snapshot

Robust rank constrained kronecker covariance matrix estimation

inferred← citeshttps://doi.org/10.1109/allerton63246.2024.10735290openalex-snapshot

Structured Regularization for SPD Optimization with Side Information

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Robust multitask Elliptical Regression (ROMER)

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Spectral Shrinkage of Tyler's $M$-Estimator of Covariance Matrix

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Robust adaptive detection of buried pipes using GPR

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A subspace approach for shrinkage parameter selection in undersampled configuration for Regularised Tyler Estimators

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Multivariate Linear Time-Frequency modeling and adaptive robust target detection in highly textured monovariate SAR image

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Using Optimal Mass Transport for Tracking and Interpolation of Toeplitz Covariance Matrices

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Fusing Eigenvalues

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M-Estimators of Scatter with Eigenvalue Shrinkage

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Shrinkage Coefficient Estimation for Regularized Tyler’s M–Estimator: A Leave One Out Approach

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An Overview of Robust Subspace Recovery

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On the Expected Likelihood Approach for Assessment of Regularization Covariance Matrix

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Intrinsic Cramér–Rao Bounds for Scatter and Shape Matrices Estimation in CES Distributions

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Affine Equivariant Tyler's M-Estimator Applied to Tail Parameter Learning of Elliptical Distributions

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Learning Minimal Volume Uncertainty Ellipsoids

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Robust Near-Field Localization for RIS-Assisted SISO Systems Under Impulsive Noise

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A Compressive Classification Framework for High-Dimensional Data

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Efficient Learning of Regularized Tyler's M -Estimator

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Robust shrinkage M-estimators of large covariance matrices

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Optimal adaptive normalized matched filter for large antenna arrays

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Automatic diagonal loading for Tyler's robust covariance estimator

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Robust adaptive subspace detection in impulsive noise

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Optimal Design of the Adaptive Normalized Matched Filter Detector Using Regularized Tyler Estimators

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Distributionally Robust Optimization for STAP With Finite Samples

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Detection of Unknown Signals Under Complex Elliptically Symmetric Distributions

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Design of New Wavelet Packets Adapted to High-Resolution SAR Images With an Application to Target Detection

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Regularized Covariance Estimation for Polarization Radar Detection in Compound Gaussian Sea Clutter

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Heterogeneous Clutter Suppression via Affine Transformation on Riemannian Manifold of HPD Matrices

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Covariance Fitting Interferometric Phase Linking: Modular Framework and Optimization Algorithms

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A New Algorithm for High-Dimensional Phase Linking With Prior Knowledge Coherence Matrix Estimation in MTInSAR

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A Universal Framework for Learning the Elliptical Mixture Model

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Robust Topology Detection of Distribution Network

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Convergence and Fluctuations of Regularized Tyler Estimators

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Low-Complexity Algorithms for Low Rank Clutter Parameters Estimation in Radar Systems

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Optimal Design of Large Dimensional Adaptive Subspace Detectors

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Robust Covariance Matrix Estimation in Heterogeneous Low Rank Context

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Bounds for a Mixture of Low-Rank Compound-Gaussian and White Gaussian Noises

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Mismatched Filter Design and Interference Mitigation for MIMO Radars

inferred← citeshttps://doi.org/10.1109/tsp.2018.2831629openalex-snapshot

Large-Dimensional Behavior of Regularized Maronna's M-Estimators of Covariance Matrices

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New Insights Into the Statistical Properties of $M$ -Estimators

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Interpolation and Extrapolation of Toeplitz Matrices via Optimal Mass Transport

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Optimal Shrinkage Covariance Matrix Estimation Under Random Sampling From Elliptical Distributions

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On the Asymptotics of Maronna's Robust PCA

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Radar Adaptive Detection Architectures for Heterogeneous Environments

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Shrinking the eigenvalues of M-estimators of covariance matrix

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Learning Strategies for Radar Clutter Classification

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A Riemannian Framework for Low-Rank Structured Elliptical Models

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Robust M-Estimation Based Bayesian Cluster Enumeration for Real Elliptically Symmetric Distributions

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Large-Dimensional Characterization of Robust Linear Discriminant Analysis

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Adaptive Radar Detection in the Presence of Multiple Alternative Hypotheses Using Kullback-Leibler Information Criterion-Part II: Applications

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Adaptive Radar Detection in the Presence of Multiple Alternative Hypotheses Using Kullback-Leibler Information Criterion-Part I: Detector Designs

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Real Elliptically Skewed Distributions and Their Application to Robust Cluster Analysis

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Robust Self-Tuning Semiparametric PCA for Contaminated Elliptical Distribution

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R-NL: Covariance Matrix Estimation for Elliptical Distributions Based on Nonlinear Shrinkage

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Riemannian Optimization for Non-Centered Mixture of Scaled Gaussian Distributions

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Convex Parameter Estimation of Perturbed Multivariate Generalized Gaussian Distributions

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Covariance Matrix Estimation Under Degeneracy for Complex Elliptically Symmetric Distributions

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Robust sparse covariance estimation by thresholding Tyler’s M-estimator

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A concentration of measure and random matrix approach to large-dimensional robust statistics

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Structured Robust Covariance Estimation

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A Signal Processing Perspective on Financial Engineering

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Structured Robust Covariance Estimation

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Optimal high-dimensional shrinkage covariance estimation for elliptical distributions

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SOLUTION OF THE PROBLEM OF COMPUTATIONAL STABILITY AND CONSISTENCY OF SAMPLE ESTIMATES OF THE CORRELATION MATRIX OF OBSERVATIONS BY THE METHOD OF DYNAMIC REGULARIZATION

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InSAR Deformation Analysis with Distributed Scatterers: A Review Complemented by New Advances

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Simultaneous penalized M-estimation of covariance matrices using geodesically convex optimization

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Breakdown points of penalized and hybrid M-estimators of covariance

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Three Operator Splitting with a Nonconvex Loss Function

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Cross-Validated Tuning of Shrinkage Factors for MVDR Beamforming Based on Regularized Covariance Matrix Estimation

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Contributions to SAR Image Time Series Analysis

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Contributions aux traitements robustes pour les systèmes multi-capteurs

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Robust estimation analysis for signal and image processing

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High-dimensional robust structure learning

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Statistical signal processing exploiting low-rank priors with applications to detection in Heterogeneous Environment

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Quantum algorithms for machine learning

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Méthodes statistiques de détection d’observations atypiques pour des données en grande dimension

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