Recasts covariance shrinkage as risk minimization over stochastic interpolants between distributions, recovering known estimators via scheduling, couplings, and early stopping, and proposing a neural estimator with quadratic risk bounds.
Gupta, and Nestor Parolya
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
years
2026 2verdicts
UNVERDICTED 2representative citing papers
Derives non-asymptotic error bounds for standard, defensive, and self-normalized importance sampling with random KDE proposals from geometrically ergodic Markov chains, separating n^{-1/2} Monte Carlo error from MIAE/MISE proposal error.
citing papers explorer
-
Covariance Shrinkage via Stochastic Interpolation
Recasts covariance shrinkage as risk minimization over stochastic interpolants between distributions, recovering known estimators via scheduling, couplings, and early stopping, and proposing a neural estimator with quadratic risk bounds.