Some comments about "Optimal rates of convergence for covariance matrix estimation", by T. Tony Cai, Cun-Hui Zhang, and Harrison H. Zhou.
A brief summary of the main ideas in the paper. Here’s the pdf .
Alberto Bordino
PhD Student in Statistics, Warwick CDT in Statistics
Third-year PhD candidate developing nonparametric, minimax-optimal methods for learning with missing or heterogeneous data.