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Benchmarks
Covariance Estimation on ABIDE fMRI acquisitions (D=200 Ntrain=100 Ntest=100 held-out)
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30.96
Out-of-Sample NLL
SI Shrinkage
30.1312
35.7256
41.32
46.9144
Jun 5, 2026
Out-of-Sample NLL
Updated 1mo ago
Evaluation Results
Method
Method
Links
Out-of-Sample NLL
SI Shrinkage
Computation time=~ 7s
2026.06
30.96
Wasserstein-2 Shrinkage
Computation time=~ 30s
2026.06
40.89
Ledoit-Wolf Linear Shrinkage
Computation time=~ 10ms
2026.06
51.68
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