[ABE-L] Seminário de Probabilidade - 24 de abril - IM-UFRJ

[Maria Eulalia Vares]

Dear colleagues,

Our next seminar will be held on Monday, *April 24*, from *3 p.m. to 4 p.m*.
(Rio de Janeiro local time). This meeting will take place on Zoom, through
the link below:



https://us02web.zoom.us/j/87114243701?pwd=TDB3Sm9jUGpEcmpnVFdLdURkTGZ4QT09



Speaker: *Zoraida Fernandez Rico (Columbia) *



Title: Fine bounds on covariance estimation

Abstract: We present an estimator of the covariance matrix of a random
d-dimensional vector from an i.i.d. finite sample. Our only assumption is
that this vector satisfies a bounded L^p-L^2 marginal moment for p greater
or equal than 4, and we allow an adversary to modify arbitrary a fraction
of the sample. Given this, we show that the covariance can be estimated
with the same high-probability error rates that the sample covariance
matrix achieves in the case of Gaussian data. This talk is based on a joint
work with Roberto I. Oliveira (IMPA).

All the talks are held in English.

More complete information about the seminars can be found at

http://www.dme.ufrj.br/?page_id=3355

Sincerely,

Organizers: Giulio Iacobelli e Maria Eulalia Vares
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