arXiv stat.ML
· Papers
Precise sample covariance spectral norm error — an RDT view
arXiv:2607.14460v1 Announce Type: cross Abstract: We study the sample covariance error of centered Gaussians. A remarkable breakthrough [66] established the correct error scaling order and explicitly revealed the critical role of both the effective rank and the true covariance spectrum. In this work, we move beyond sca