covariance matrix estimation

Large Covariance Matrix Estimation With Nonnegative Correlations AISTATS 2025 Two is Better Than One: Regularized Shrinkage of Large Minimum Variance Portfolios JMLR 2024 Statistical inference with implicit SGD: proximal Robbins-Monro vs. Polyak-Ruppert ICML 2022 Lower Bound of Locally Differentially Private Sparse Covariance Matrix Estimation IJCAI 2019 Factor Analysis on a Graph AISTATS 2018 Estimation of the covariance structure of heavy-tailed distributions NeurIPS 2017 Toward Efficient and Accurate Covariance Matrix Estimation on Compressed Data ICML 2017 Equivalence of Graphical Lasso and Thresholding for Sparse Graphs JMLR 2016 Loss Minimization and Parameter Estimation with Heavy Tails JMLR 2016 Covariance shrinkage for autocorrelated data NeurIPS 2014 Distance-Based Network Recovery under Feature Correlation NeurIPS 2014 Generalizing Analytic Shrinkage for Arbitrary Covariance Structures NeurIPS 2013 Sparse Bayesian Multi-Task Learning NeurIPS 2011