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Covariance Estimation research benchmarks · SOTA2 Research

Covariance Estimation

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

Factor covariance structure synthetic

1.01Time (s)

120

Mar 31, 2026

Non-elliptical signed log-normal (σ = 0.5) with contamination level ε = 0.1 (test)

0.329Covariance Error

7

Feb 26, 2026

Elliptical Gaussian (ε = 0.0) (synthetic)

0.33Covariance Error

7

Feb 26, 2026

Elliptical Gaussian contamination level ε = 0.05

0.325CovErr

7

Feb 26, 2026

Elliptical Student-t df=8 contamination level ε = 0.05

0.352Covariance Error

7

Feb 26, 2026

ABIDE fMRI acquisitions D=200 Ntrain=100 Ntest=100 (held-out)

30.96Out-of-Sample NLL

3

Jun 8, 2026

Popular datasets

Elliptical Gaussian ABIDE Non-elliptical signed log-normal Elliptical Student-t Factor covariance structure

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