Entropic covariance models
From MaRDI portal
Cites work
- A matrix exponential spatial specification
- A New Parametrization of Correlation Matrices
- Additive models for symmetric positive-definite matrices and Lie groups
- All convex invariant functions of hermitian matrices
- Asymptotically efficient estimation of covariance matrices with linear structure
- Asymptotics for \(M\)-estimators defined by convex minimization
- Bayesian inference for a covariance matrix
- Clustering with Bregman divergences.
- Computing maximum likelihood thresholds using graph rigidity
- Concavity and estimation
- Convex Analysis
- Convex Analysis on the Hermitian Matrices
- Convex Matrix Functions
- Covariance estimation: the GLM and regularization perspectives
- Covariance hypothesis which are linear in both the covariance and the inverse covariance
- Covariance prediction via convex optimization
- Cox's regression model for counting processes: A large sample study
- Dependence in elliptical partial correlation graphs
- Derivatives of Spectral Functions
- Eigen structure of a new class of covariance and inverse covariance matrices
- Estimating linear covariance models with numerical nonlinear algebra
- Estimation Methods for Models of Spatial Interaction
- Estimation of a covariance matrix with zeros
- Estimation of high-dimensional graphical models using regularized score matching
- Explicit solutions, one iteration convergence and averaging in the multivariate normal estimation problem for patterned means and covariances
- First-order methods in optimization
- Forecasting multivariate realized stock market volatility
- Functions of Matrices
- Fundamentals of Mathematical Statistics
- Game theory, maximum entropy, minimum discrepancy and robust Bayesian decision theory
- Geometry of maximum likelihood estimation in Gaussian graphical models
- Gibbs manifolds
- Graphical Gaussian Models With Edge and Vertex Symmetries
- Graphical methods for efficient likelihood inference in Gaussian covariance models
- High-dimensional covariance estimation
- High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
- High-dimensional semiparametric Gaussian copula graphical models
- High-dimensional statistics. A non-asymptotic viewpoint
- scientific article; zbMATH DE number 439380 (Why is no real title available?)
- scientific article; zbMATH DE number 3843029 (Why is no real title available?)
- scientific article; zbMATH DE number 3602484 (Why is no real title available?)
- scientific article; zbMATH DE number 469396 (Why is no real title available?)
- scientific article; zbMATH DE number 1046019 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 4113731 (Why is no real title available?)
- scientific article; zbMATH DE number 3441501 (Why is no real title available?)
- scientific article; zbMATH DE number 802837 (Why is no real title available?)
- scientific article; zbMATH DE number 922429 (Why is no real title available?)
- scientific article; zbMATH DE number 6438182 (Why is no real title available?)
- scientific article; zbMATH DE number 3296905 (Why is no real title available?)
- scientific article; zbMATH DE number 3418508 (Why is no real title available?)
- Inequalities for the trace of matrix product
- Intrinsic regression models for positive-definite matrices with applications to diffusion tensor imaging
- Likelihood geometry of correlation models
- Locally associated graphical models and mixed convex exponential families
- Logarithmically sparse symmetric matrices
- Long memory and asymmetry for matrix-exponential dynamic correlation processes
- Matrix exponential GARCH
- Matrix exponential stochastic volatility with cross leverage
- Matrix Nearness Problems with Bregman Divergences
- Maximum likelihood estimation for linear Gaussian covariance models
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
- Maximum likelihood threshold and generic completion rank of graphs
- Multivariate Gaussians, semidefinite matrix completion, and convex algebraic geometry
- Necessary and sufficient conditions for explicit solutions in the multivariate normal estimation problem for patterned means and covariances
- On sparsity scales and covariance matrix transformations
- On the asymptotics of constrained \(M\)-estimation
- On the Trace of Matrix Products
- Optimal rates of convergence for sparse covariance matrix estimation
- Sparsity induced by covariance transformation: some deterministic and probabilistic results
- Spectral models for covariance matrices
- Statistical modelling by exponential families
- The geometry of Gaussian double Markovian distributions
- The Matrix-Logarithmic Covariance Model
- The maximum likelihood threshold of a graph
- Trek separation for Gaussian graphical models
- Twice differentiable spectral functions
- Typical and generic ranks in matrix completion
- Unbalanced Repeated-Measures Models with Structured Covariance Matrices
This page was built for publication: Entropic covariance models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6926378)
