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4 Pith papers cite this work, alongside 4,767 external citations. Polarity classification is still indexing.

4 Pith papers citing it
4,767 external citations · OpenAlex

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2026 4

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Symmetry-Aware Convex Shrinkage for High-Dimensional Covariance Estimation

stat.ME · 2026-05-16 · unverdicted · novelty 7.0 · 2 refs

Introduces symmetry-aware convex shrinkage for high-dimensional covariance estimation by selecting a symmetry group via held-out negative log-likelihood and proving regret bounds plus dominance over Ledoit-Wolf under a match condition.

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