@article{robustonlinecovarianceandsparseprecision,
  title = {Robust Online Covariance and Sparse Precision Estimation Under Arbitrary Data Corruption},
  author = {Tong Yao and Shreyas Sundaram},
  year = {2023},
  eprint = {2309.08884},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2309.08884v1},
}