S Dirksen, J Maly - IEEE Transactions on Information Theory, 2024 - ieeexplore.ieee.org
We consider covariance estimation of any subgaussian distribution from finitely many iid samples that are quantized to one bit of information per entry. Recent work has shown that a …
A covariance matrix estimator using two bits per entry was recently developed by Dirksen, Maly and Rauhut [Annals of Statistics, 50 (6), pp. 3538-3562]. The estimator achieves near …