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Abstract: Localizing High-Dimensional Covariance Estimates with Hierarchical Rank Structure (AGU25)

Localizing High-Dimensional Covariance Estimates with Hierarchical Rank Structure

Robin Armstrong, Cornell University, Center for Applied Mathematics, Ithaca, NY, United States, Anil Damle, Cornell University, Department of Computer Science, Ithaca, NY, United States and Samuel Otto, Cornell University, Sibley School of Mechanical and Aerospace Engineering, Ithaca, NY, United States
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