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Benchmarks
Covariance Estimation on Elliptical Gaussian (ε = 0.0) (synthetic)
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0.33
Covariance Error
Ours-MinUpper
0.32752
0.34426
0.361
0.37774
Feb 15, 2026
Covariance Error
Subspace Error
Eigenvalue Error
Updated 4d ago
Evaluation Results
Method
Method
Links
Covariance Error
Subspace Error
Eigenvalue Error
Ours-MinUpper
Time(s)=0.17
2026.02
0.33
0.231
0.106
Ours-Lepski
Time(s)=0.241
2026.02
0.334
0.231
0.101
MoM-Entry
Time(s)=0.0445
2026.02
0.374
0.239
0.113
SCM
Time(s)=0.0209
2026.02
0.382
0.23
0.124
KendallTau
Time(s)=38.6
2026.02
0.385
0.239
0.121
Tyler
Time(s)=1.58
2026.02
0.388
0.233
0.128
LedoitWolf
Time(s)=0.143
2026.02
0.392
0.23
0.163
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