ResearchBenchmarksCovariance Matrix Estimation on Logistic Regression Model d=50Covariance Matrix Estimation on Logistic Regression Model d=50Follow92.78Estimation Error (Frobenius)De-biased91.5004100.1377108.775117.4123Apr 23, 2026Evaluation resultsMethodMethodLinksEstimation Error (Frobenius)De-biasedn=500000n=5000002026.0492.78De-biasedn=250000n=2500002026.0494.09De-biasedn=125000n=1250002026.0496.07Online BMn=500000n=5000002026.04122.14Online BMn=250000n=2500002026.04122.9Online BMn=125000n=1250002026.04124.77