Multivariate Generalized Gaussian Distribution: Convexity and Graphical Models

DOI10.1109/TSP.2013.2267740zbMath1394.62072DBLPjournals/tsp/ZhangWG13arXiv1304.3206WikidataQ59243743 ScholiaQ59243743MaRDI QIDQ4578694

Teng Zhang, Maria Greco, Ami Wiesel

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1304.3206

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Graphical methods in statistics (62A09)

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Shrinking the Covariance Matrix Using Convex Penalties on the Matrix-Log Transformation ⋮ Inference and mixture modeling with the elliptical Gamma distribution ⋮ Distributed parameter estimation for univariate generalized Gaussian distribution over sensor networks ⋮ Riemannian optimization via Frank-Wolfe methods ⋮ Mixtures of multivariate power exponential distributions ⋮ On strong identifiability and convergence rates of parameter estimation in finite mixtures ⋮ Conic Geometric Optimization on the Manifold of Positive Definite Matrices

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