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We introduce the Tensorized-and-Restricted Krylov (TReK) method, a simple and efficient algorithm for estimating covariance tensors with large observational sizes. TReK extends the Krylov subspace met
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We introduce the Tensorized-and-Restricted Krylov (TReK) method, a simple and efficient algorithm for estimating covariance tensors with large observational sizes. TReK extends the Krylov subspace met
