conftrace_

sample covariance

2 papers

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Co-occurring keywords · papers mentioning both

under-parameterized regime (1) covariance shrinkage (1) ledoit-wolf estimator (1) time series autocorrelation (1) shrinkage estimation (1) generalization capability (1) spectral eigen-decay (1) bias-variance tradeoff (1) shrinkage estimator (1) autocorrelated data (1)

Papers

Least Squares Regression Can Exhibit Under-Parameterized Double Descent NeurIPS 2024 Covariance shrinkage for autocorrelated data NeurIPS 2014