@misc{tsai2020nonconvex,
  title={A Nonconvex Framework for Structured Dynamic Covariance Recovery},
  author={Katherine Tsai and Mladen Kolar and Oluwasanmi Koyejo},
  year={2020},
  eprint={2011.05601},
  archivePrefix={arXiv},
  primaryClass={stat.ML},
  url={https://arxiv.org/abs/2011.05601}
}