Covariance Matrix Estimation on Logistic Model d=20
33.92Estimation Error (MSE)De-biased
Evaluation results
| Method | Links | ||
|---|---|---|---|
| De-biasedSample Size (n)=200000, Dimension (d)=202026.04 | 33.92 | 1.28 | |
| De-biasedSample Size (n)=100000, Dimension (d)=202026.04 | 36.01 | 1.33 | |
| De-biasedSample Size (n)=50000, Dimension (d)=202026.04 | 38.19 | 1.33 | |
| Online BMSample Size (n)=200000, Dimension (d)=202026.04 | 41.98 | 3.51 | |
| Online BMSample Size (n)=100000, Dimension (d)=202026.04 | 42.57 | 3.34 | |
| Online BMSample Size (n)=50000, Dimension (d)=202026.04 | 43.5 | 3.16 |