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Expectile Model dataset and benchmarks · SOTA2 Research

Research Datasets

Expectile Model

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Covariance matrix estimation

Expectile Model d = 5

1.51MSE

6

Covariance Matrix Estimation

Expectile Model (d=20)

4.02Estimation Error (MSE)

6

Popular tasks

Covariance matrix estimation

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