@article{onlinecovarianceestimationinaveragedsgdi, title = {Online Covariance Estimation in Averaged SGD: Improved Batch-Mean Rates and Minimax Optimality via Trajectory Regression}, author = {Yijin Ni and Xiaoming Huo}, year = {2026}, eprint = {2604.10814}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2604.10814}, }