Eran Raviv

This post discusses the need for smoothed version of the statistical bootstrap.

My work on covariance estimation has recently been published as an Advanced Review in WIREs Computational Statistics, a highly regarded, peer-reviewed journal in the field.

I recently dipped my toes into fairness concepts in machine learning.

In the classical regime, when we have plenty of observations relative to what we need to estimate, we can rely on the sample covariance matrix as a faithful representation of the underlying covariance structure.

Today is the last day of 2025.