Covariance Estimation

Latest papers 30

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  1. Joint Precision Neural Networks: Task-Aware Dependency and Predictive Learning

    Oct 5, 2026Andrea Cavallo, Samuel Rey, Antonio G. Marques +1Graph Structure LearningGraph Neural Networks

  2. Mean Spatial Frequency Decoupling for Learning-Based Uplink-to-Downlink Covariance Conversion in FDD Massive MIMO

    Sep 30, 2026Melih Can ZerinChannel EstimationCovariance Estimation

  3. Spatiotemporal Kronecker Covariance Neural Networks

    Sep 21, 2026Andrea Cavallo, Athanasios Georgoutsos, Elvin IsufiMultivariate Time Series ForecastingTemporal GNNs

  4. Locally Private Inference for Riemannian Stochastic Optimization

    Sep 18, 2026Xiaotian Chang, Yangdi Jiang, Qirui HuRiemannian OptimizationConfidence Region Estimation

  5. End-to-End Neural Shrinkage of Indefinite Pairwise Correlation Matrices for Small-Cap-Inclusive Portfolios

    Aug 31, 2026Christian Bongiorno, Lorenzo VillasseroQuantitative FinancePortfolio Optimization

  6. Unscented KalmanNet: Structure-Preserving Deep Learning with Calibrated Posterior Uncertainty under Incomplete Physics and Unknown Noise

    Aug 4, 2026Minhyeok Ko, Abdollah ShafieezadehKalman FilteringUnscented Kalman Filtering

  7. Deep Shape Regression for Planar Curves with Multimodal Covariates

    Jul 21, 2026Manuel Pfeuffer, Roshan Prakash Rane, Hadya Yassin +2Statistical Shape ModelingCovariance Estimation

  8. Adaptive MPPI with Online Disturbance Covariance Estimation: Provable Stability Tightening via Spatial Smoothing

    Jul 9, 2026Hyung-Jin Yoon, Hunmin KimLyapunov StabilityStochastic Approximation

  9. Analyzing Uncertainty in the Spatial Representation of the Kinematic Bicycle Model

    Jun 28, 2026Shafayat Abrar, M. Zaeem Baig, Shahir Ul Islam Anzal +1Uncertainty QuantificationCovariance Estimation

  10. The Decision Geometry of Covariance Estimation for the Global Minimum-Variance Portfolio under Heavy Tails

    Jun 25, 2026Xavier FonsecaRegret MinimizationPortfolio Optimization

  11. SOAP-Bubbles: Structured Weight Uncertainty for Neural Networks

    Jun 22, 2026Adrian Robert Minut, Nico Daheim, Marco Miani +3Bayesian Neural NetworksNeural Posterior Estimation

  12. On the Curse of Dimensionality in Private Sparse Covariance Estimation and PCA

    Jun 20, 2026Syamantak Kumar, Shourya Pandey, Purnamrita Sarkar +1Principal Component AnalysisMinimax Estimation

  13. ARC: Adaptive Robust Joint State and Covariance Estimation

    Jun 18, 2026Alexandre Hadji-Thomas, Andrew Stirling, James R. ForbesCovariance EstimationRobot State Estimation

  14. Ablation, Statistical Inference, and Validation for KV-Cache Compression

    Jun 14, 2026Paolo D'Alberto, Ashish Siarasao, Elliott Delaye +1KV CachingRotation-Based Quantization

  15. Covariance Shrinkage via Stochastic Interpolation

    Jun 5, 2026Mathieu Chalvidal, Florentin Coeurdoux, Eric Vanden-EijndenStochastic InterpolantsCovariance Estimation

  16. Semiparametrically Efficient Inference for Kernel Measures of Noise Heterogeneity

    May 26, 2026Jakub Wornbard, Zikai Shen, Dimitri Meunier +1Semiparametric InferenceKernel Methods

  17. Private Adaptive Covariance Estimation via Gaussian Graphical Models

    May 22, 2026Cecilia Ferrando, Miguel Fuentes, Brett Mullins +2Differential PrivacyCovariance Estimation

  18. Self-Distillation is Optimal Among Spectral Shrinkage Estimators in Spiked Covariance Models

    May 18, 2026Radu Lecoiu, Debarghya Mukherjee, Pragya SurSelf-DistillationSpectral Methods

  19. Covariance-aware sampling for Diffusion Models

    May 13, 2026Andrea Schioppa, Tim SalimansDiffusion Model SamplingDiffusion Sampling

  20. Online Segmented Beamforming via Dynamic Programming

    May 8, 2026Manan Mittal, Ryan M. Corey, Diego Cuji +2Dynamic ProgrammingCovariance Estimation

  21. Divergence is Uncertainty: A Closed-Form Posterior Covariance for Flow Matching

    May 1, 2026Jiarui Xing, Song Wang, Jian WangFlow MatchingUncertainty Quantification

  22. Inference of Online Newton Methods with Nesterov's Accelerated Sketching

    Apr 25, 2026Haoxuan Wang, Xinchen Du, Sen NaStochastic ApproximationSecond-Order Optimization

  23. Refining Covariance Matrix Estimation in Stochastic Gradient Descent Through Bias Reduction

    Apr 23, 2026Ziyang Wei, Wanrong Zhu, Jingyang Lyu +1Covariance EstimationStochastic Gradient Descent

  24. Model Merging via Data-Free Covariance Estimation

    Apr 1, 2026Marawan Gamal Abdel Hameed, Derek Tam, Pascal Jr Tikeng Notsawo +2Multi-Task LearningLanguage Model Merging

  25. The Optimization Landscape of Carathéodory Decomposition of Toeplitz Covariances

    Nov 3, 2025Daniel Busbib, Ami WieselNonconvex OptimizationMatrix Optimization

  26. Statistical Inference for Policy Evaluation with Temporal Difference Learning

    Oct 21, 2024Weichen Wu, Gen Li, Yuting Wei +1Parameter EstimationConfidence Region Estimation