Covariance Estimation on ABIDE fMRI acquisitions (D=200 Ntrain=100 Ntest=100 held-out)
30.96Out-of-Sample NLLSI Shrinkage
Evaluation Results
| Method | Links | |
|---|---|---|
| SI ShrinkageComputation time=~ 7s2026.06 | 30.96 | |
| Wasserstein-2 ShrinkageComputation time=~ 30s2026.06 | 40.89 | |
| Ledoit-Wolf Linear ShrinkageComputation time=~ 10ms2026.06 | 51.68 |