Cross Entropy Approximation of Structured Gaussian Covariance Matrices

DOI10.1109/TSP.2008.917878MaRDI QIDQ4568999zbMATH OpenDBLPWikidataFDO

Authors Cheng-Yuan Liou, B. R. Musicus

Publication date 27 June 2018

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

Full work available at URL https://doi.org/10.1109/TSP.2008.917878

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(3)

• On maximum likelihood estimation in factor analysis-an algebraic derivation
• Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions
• scientific article; zbMATH DE number 4060565 (Why is no real title available?)

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