Pedro Abdalla Teixeira, UC Irvine

Title: Covariance Estimation through Empirical Process Theory

Abstract: In this talk, we revisit the classical problem of covariance estimation from the perspective of empirical process theory. In particular, we explore the relationship between various covariance estimation problems and their associated empirical processes. This talk is based on a series of works by the author in collaboration with Nikita Zhivotovskiy and Shahar Mendelson.