Work

Factor Model-Based Large Covariance Estimation from Streaming Data Using a Knowledge-Based Sketch Matrix

Year: 2024

Type: conference-paper

Source: ACM International Conference on Information and Knowledge Management (CIKM)

DOI: 10.1145/3627673.3679820

Authors: Xiao Tan, Zhaoyang Wang, Hao Qian, Jun Zhou, Peibo Duan, Dian Shen, Meng Wang, Beilun Wang

Institutions: Southeast University, Ant Group (China), Monash University, Tongji University

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W4403577376

FWCI:

Cites: 27

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Related to: 10