Fast and Cheap Covariance Smoothing

Ho Yun & Victor M. Panaretos

Journal of Computational and Graphical Statistics2026https://doi.org/10.1080/10618600.2026.2615054article
AJG 3ABDC A*
Weight
0.50

Abstract

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https://doi.org/https://doi.org/10.1080/10618600.2026.2615054

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@article{ho2026,
  title        = {{Fast and Cheap Covariance Smoothing}},
  author       = {Ho Yun & Victor M. Panaretos},
  journal      = {Journal of Computational and Graphical Statistics},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1080/10618600.2026.2615054},
}

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Fast and Cheap Covariance Smoothing

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.