A Non-Asymptotic Class of Dense Precision Matrix Estimators: Complexity, Signal and Double Descent

arXiv:2507.04663 · econ.EM, stat.ML · Submitted 2025-07-07 · Read on arXiv

econ.EM, stat.ML

Submitted: 2025-07-07

Updated: 2026-09-26

Terminology

• Sharpe Ratio — 34× in this paper
• Consistency — 31× in this paper · explained in 3 episodes
• Sparsity — 15× in this paper · explained in 4 episodes
• Maximum Sharpe Ratio — 8× in this paper
• Trace — 4× in this paper · explained in 2 episodes
• Causal Inference — 1× in this paper · explained in 4 episodes
• Latent Space — 1× in this paper · explained in 7 episodes
• Non-asymptotic Analysis — 1× in this paper · explained in 2 episodes

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