The estimation of large covariance and precision matrices is fundamental in modern multivariate analysis. However, problems arise from the statistical analysis of large panel economic and financial data. The covariance matrix reveals marginal correlations between variables, while the precision matrix encodes conditional correlations between pairs of variables given the remaining variables. In this paper, we provide a selective review of several recent developments on the estimation of large covariance and precision matrices. We focus on two general approaches: a rankbased method and a factormodelbased method. Theories and applications of both approaches are presented. These methods are expected to be widely applicable to the analysis of economic and financial data.

In this work, we introduce two sets of algorithms inspired by the ideas from modern geometry. One is computational conformal geometry method, including harmonic maps, holomorphic 1-forms and Ricci flow. The other one is optimization method using affine normals.

We define a hierarchy of Hamiltonian PDEs associated to an arbitrary tau-function in the semi-simple orbit of the Givental group action on genus expansions of Frobenius manifolds. We prove that the equations, the Hamiltonians, and the bracket are weightedhomogeneous polynomials in the derivatives of the dependent variables with respect to the space variable. In the particular case of a conformal (homogeneous) Frobenius structure, our hierarchy coincides with the Dubrovin–Zhang hierarchy that is canonically associated to the underlying Frobenius structure. Therefore, our approach allows to prove the polynomiality of the equations, Hamiltonians, and one of the Poisson brackets of these hierarchies, as conjectured by Dubrovin and Zhang.

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We investigate mirror symmetry for toric Calabi-Yau manifolds from the perspective of the SYZ conjecture. Starting with a non-toric special Lagrangian torus fibration on a toric Calabi-Yau manifold $X$, we construct a complex manifold $\check{X}$ using T-duality modified by quantum corrections. These corrections are encoded by Fourier transforms of generating functions of certain open Gromov-Witten invariants. We conjecture that this complex manifold $\check{X}$, which belongs to the Hori-Iqbal-Vafa mirror family, is inherently written in canonical flat coordinates. In particular, we obtain an enumerative meaning for the (inverse) mirror maps, and this gives a geometric reason for why their Taylor series expansions in terms of the K\"ahler parameters of $X$ have integral coefficients. Applying the results in \cite{Chan10} and \cite{LLW10}, we compute the open Gromov-Witten invariants in terms of local BPS invariants and give evidences of our conjecture for several 3-dimensional examples including $K_{\proj^2}$ and $K_{\proj^1\times\proj^1}$.