cs.DS, cs.LG, math.ST, stat.ML, stat.TH

Learning Confidence Ellipsoids and Applications to Robust Subspace Recovery

arXiv:2512.16875v4 Announce Type: replace-cross
Abstract: We study the problem of finding confidence ellipsoids for an arbitrary distribution in high dimensions. Given samples from a distribution $D$ and a confidence parameter $\alpha$, the goal is to…