Factor Model-Based Large Covariance Estimation from Streaming Data Using a Knowledge-Based Sketch Matrix.

@inproceedings{tan-2024-factor, author = {Xiao Tan and Zhaoyang Wang and Hao Qian and Jun Zhou and Peibo Duan and Dian Shen and Meng Wang and Beilun Wang}, editor = {Edoardo Serra and Francesca Spezzano}, title = {{Factor Model-Based Large Covariance Estimation from Streaming Data Using a Knowledge-Based Sketch Matrix}}, booktitle = {{Proceedings of the 33rd ACM International Conference on Information and Knowledge Management, CIKM 2024, Boise, ID, USA, October 21-25, 2024}}, pages = {2210--2219}, publisher = {ACM}, year = {2024}, url = {https://doi.org/10.1145/3627673.3679820}, doi = {https://doi.org/10.1145/3627673.3679820} }