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Add BlockCovariance: memory-efficient block-diagonal online covariance (O(p·b) state)
- #49
#49
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microprediction
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microprediction/precise:main
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microprediction/precise:block-covariance
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Jun 10, 2026
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Add BlockCovariance: memory-efficient block-diagonal online covariance (O(p·b) state)
#49
microprediction
merged 1 commit into
main
microprediction/precise:main
from
block-covariance
microprediction/precise:block-covariance
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Commits on Jun 10, 2026
Add BlockCovariance: memory-efficient block-diagonal online covariance (O(p*b) state)
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