An efficient algorithm for maximum entropy extension of block-circulant covariance matrices

DOI10.1016/j.laa.2013.06.014zbMath1283.65035arXiv1107.2465OpenAlexW2963037371MaRDI QIDQ2435387

Michele Pavon, Augusto Ferrante, Giorgio Picci, Francesca P. Carli

Publication date: 19 February 2014

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1107.2465

zbMATH Keywords

algorithmmaximum likelihood estimationmatrix completionsignal processingToeplitz matricescirculant matricescovariance matricesimage modelingreciprocal processespositive definite completionstationary periodic processes

Mathematics Subject Classification ID

Related Items (4)

A test for block circular symmetric covariance structure with divergent dimension ⋮ A direct method for solving block circulant banded system of linear equations ⋮ Gaussian conditionally Markov sequences: modeling and characterization ⋮ High-dimensional Edgeworth expansion of LR statistic for testing block circular symmetry covariance structure and its errors

Uses Software

• CHOMPACK
• Algorithm 457

Cites Work

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• Algorithm 457: finding all cliques of an undirected graph

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