ResearchBenchmarksCovariance Matrix Estimation on Linear Model d = 5Follow1.21MSEDe-biased1.18681.34341.51.6566Apr 23, 2026Evaluation ResultsMethodMethodLinksMSEDe-biasedn=60000, d=5n=60000, d=52026.041.21De-biasedn=30000, d=5n=30000, d=52026.041.39De-biasedn=15000, d=5n=15000, d=52026.041.55Online BMn=60000, d=5n=60000, d=52026.041.65Online BMn=30000, d=5n=30000, d=52026.041.76Online BMn=15000, d=5n=15000, d=52026.041.79