conftrace_

shrinkage estimation

9 papers

Explore in graph

Co-occurring keywords · papers mentioning both

shrinkage estimator (3) covariance matrix estimation (3) covariance matrix (3) portfolio optimization (2) signal denoising (1) heteroskedastic data (1) minimum variance portfolio (1) portfolio weight (1) out-of-sample variance (1) eigenvalue bound (1)

Papers

Knowledge-Guided Wasserstein Distributionally Robust Optimization ICML 2025 Two is Better Than One: Regularized Shrinkage of Large Minimum Variance Portfolios JMLR 2024 FAST: a Fused and Accurate Shrinkage Tree for Heterogeneous Treatment Effects Estimation NeurIPS 2023 Semantic Similarity Covariance Matrix Shrinkage EMNLP 2023 Flexible Signal Denoising via Flexible Empirical Bayes Shrinkage JMLR 2021 Adaptive Shrinkage Estimation for Streaming Graphs NeurIPS 2020 Covariance-based Clustering in Multivariate and Functional Data Analysis JMLR 2016 Covariance shrinkage for autocorrelated data NeurIPS 2014 Generalizing Analytic Shrinkage for Arbitrary Covariance Structures NeurIPS 2013