@article{factoraugmentedhighdimensionalsgd,
  title = {Factor Augmented High-Dimensional SGD},
  author = {Shubo Li and Yuefeng Han and Xiufan Yu},
  year = {2026},
  eprint = {2605.19291},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2605.19291},
}