@article{onlinecovariancematrixestimationin, title = {Online Covariance Matrix Estimation in Sketched Newton Methods}, author = {Wei Kuang and Mihai Anitescu and Sen Na}, year = {2025}, eprint = {2502.07114}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2502.07114v1}, }