AI RESEARCH
Machine Learning-Assisted High-Dimensional Matrix Estimation
arXiv CS.LG
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ArXi:2603.28346v1 Announce Type: new Efficient estimation of high-dimensional matrices-including covariance and precision matrices-is a cornerstone of modern multivariate statistics. Most existing studies have focused primarily on the theoretical properties of the estimators (e.g., consistency and sparsity), while largely overlooking the computational challenges inherent in high-dimensional settings.