Linear shrinkage for optimization in high dimensions

Fuente: arXiv

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Bibliographic Details
Main Authors:	Huang, Naqi, Parolya, Nestor, van Essen, Theresia
Format:	Preprint
Published:	2024
Subjects:	Optimization and Control Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2402.18666