Pages that link to "Item:Q5470476"
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The following pages link to Least-Squares Covariance Matrix Adjustment (Q5470476):
Displayed 37 items.
- Approximation of rank function and its application to the nearest low-rank correlation matrix (Q386463) (← links)
- Alternating projections on nontangential manifolds (Q387545) (← links)
- Solving the matrix nearness problem in the maximum norm by applying a projection and contraction method (Q447558) (← links)
- Nonstationary modeling for multivariate spatial processes (Q450855) (← links)
- A constrained matrix least-squares problem in structural dynamics model updating (Q484888) (← links)
- A feasible filter method for the nearest low-rank correlation matrix problem (Q494667) (← links)
- The matrix pencil nearness problem in structural dynamic model updating (Q525260) (← links)
- A modified alternating direction method for convex quadratically constrained quadratic semidefinite programs (Q613430) (← links)
- A partial parallel splitting augmented Lagrangian method for solving constrained matrix optimization problems (Q614333) (← links)
- Newton's method for computing the nearest correlation matrix with a simple upper bound (Q620444) (← links)
- A regularized strong duality for nonsymmetric semidefinite least squares problem (Q644518) (← links)
- An inexact SQP Newton method for convex SC\(^{1}\) minimization problems (Q711698) (← links)
- Block relaxation and majorization methods for the nearest correlation matrix with factor structure (Q763394) (← links)
- Ridge estimation of inverse covariance matrices from high-dimensional data (Q1659004) (← links)
- Proximal alternating direction method with relaxed proximal parameters for the least squares covariance adjustment problem (Q1724494) (← links)
- A general self-adaptive relaxed-PPA method for convex programming with linear constraints (Q2015595) (← links)
- An accelerated active-set algorithm for a quadratic semidefinite program with general constraints (Q2026764) (← links)
- Adaptive Kalman filter for MEMS IMU data fusion using enhanced covariance scaling (Q2138910) (← links)
- \(t\)-copula from the viewpoint of tail dependence matrices (Q2146466) (← links)
- An interior-point algorithm for semidefinite least-squares problems. (Q2148405) (← links)
- Limited memory BFGS algorithm for the matrix approximation problem in Frobenius norm (Q2176186) (← links)
- Riemannian inexact Newton method for structured inverse eigenvalue and singular value problems (Q2273195) (← links)
- A projected semismooth Newton method for problems of calibrating least squares covariance matrix (Q2275573) (← links)
- Correlation stress testing for value-at-risk: an unconstrained convex optimization approach (Q2379691) (← links)
- Dual approaches to finite element model updating (Q2428104) (← links)
- Limited memory BFGS method for least squares semidefinite programming with banded structure (Q2674941) (← links)
- Projection Methods in Conic Optimization (Q2802538) (← links)
- Decomposition Methods for Sparse Matrix Nearness Problems (Q3456880) (← links)
- Gradient methods and conic least-squares problems (Q3458817) (← links)
- Estimation of Positive Semidefinite Correlation Matrices by Using Convex Quadratic Semidefinite Programming (Q3497617) (← links)
- An extended projective formula and its application to semidefinite optimization (Q4902856) (← links)
- A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices (Q5058396) (← links)
- A new methodology to create valid time-dependent correlation matrices <i>via</i> isospectral flows (Q5110266) (← links)
- Safe Triplet Screening for Distance Metric Learning (Q5214409) (← links)
- Computing the Best Approximation over the Intersection of a Polyhedral Set and the Doubly Nonnegative Cone (Q5242932) (← links)
- A convex quadratic semi-definite programming approach to the partial additive constant problem in multidimensional scaling (Q5300818) (← links)
- Calibrating low-rank correlation matrix problem: an SCA-based approach (Q5746715) (← links)