All issues

Search results

SchurLedoitWolf doubles its cross-block sampling-variance estimate

Status: Open.

#95 In microprediction/precise;

· microprediction opened on Sep 25, 2026

LedoitWolf outlier cap is disabled for the first post-burn observation

Status: Open.

#94 In microprediction/precise;

· microprediction opened on Sep 25, 2026

Pseudoinverse makes Huber and adaptive updates treat nullspace shocks as zero surprise

Status: Open.

#93 In microprediction/precise;

· microprediction opened on Sep 25, 2026

OASCovariance assumes 1/r observations during burn-in and misstates mature ESS

Status: Open.

#92 In microprediction/precise;

· microprediction opened on Sep 25, 2026

GMVVariance mishandles singular covariance via pseudoinverse normalization

Status: Open.

#91 In microprediction/precise;

· microprediction opened on Sep 25, 2026

Zero-variance correlations break the unit diagonal and undo ConditionalCovariance's floor

Status: Open.

#90 In microprediction/precise;

· microprediction opened on Sep 25, 2026

Non-finite observations silently and permanently poison 19 of 20 estimators

Status: Open.

#89 In microprediction/precise;

· microprediction opened on Sep 25, 2026

Likelihood and Stein assessors can reward non-positive-definite covariance matrices

Status: Open.

#88 In microprediction/precise;

· microprediction opened on Sep 25, 2026

suggest() changes estimator under global rescaling because features use absolute variance floors

Status: Open.

#87 In microprediction/precise;

· microprediction opened on Sep 25, 2026

diff=True drops the checkpoint-boundary observation on get_state/set_state resume

Status: Open.

#86 In microprediction/precise;

· microprediction opened on Sep 25, 2026

TylerCovariance collapses to rank-one ±1 correlations in moderate dimensions

Status: Open.

#85 In microprediction/precise;

· microprediction opened on Sep 25, 2026

FactorCovariance is not scale equivariant and can inflate small-unit risk by orders of magnitude

Status: Open.

#84 In microprediction/precise;

· microprediction opened on Sep 24, 2026