Covariance structure regularization via Frobenius-norm discrepancy
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Publication:501226
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Cites work
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- Adaptive thresholding for sparse covariance matrix estimation
- An observation on the numerical solution of difference equations and a theorem of Szegö
- An overview of the estimation of large covariance and precision matrices
- Computing a nearest correlation matrix with factor structure
- Covariance regularization by thresholding
- Covariance Structure Maximum-Likelihood Estimates in Compound Gaussian Noise: Existence and Algorithm Analysis
- Covariance structure regularization via entropy loss function
- High-dimensional covariance estimation
- scientific article; zbMATH DE number 1261669 (Why is no real title available?)
- scientific article; zbMATH DE number 6125590 (Why is no real title available?)
- Joint mean-covariance models with applications to longitudinal data: unconstrained parameterisation
- Least-Squares Approximation of Structured Covariances
- Modelling of covariance structures in generalised estimating equations for longitudinal data
- On modelling mean-covariance structures in longitudinal studies
- Robust methods for inferring sparse network structures
Cited in
(17)- Covariance structure regularization via entropy loss function
- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression
- Covariance matrix regularization for banded Toeplitz structure via Frobenius-norm discrepancy
- Estimation and optimal structure selection of high-dimensional Toeplitz covariance matrix
- Block matrix approximation via entropy loss function.
- Approximation with a Kronecker product structure with one component as compound symmetry or autoregression via entropy loss function
- Regularization for high-dimensional covariance matrix
- Cross-validation of covariance structures using the frobenius matrix distance as a discrepancy function
- On projection of a positive definite matrix on a cone of nonnegative definite Toeplitz matrices
- scientific article; zbMATH DE number 7007504 (Why is no real title available?)
- A direct method to Frobenius norm-based matrix regression
- Correlation structure regularization via entropy loss function for high-dimension and low-sample-size data
- The comparison of the estimators of banded toeplitz covariance structure under the high-dimensional multivariate model
- Block covariance matrix estimation with structured off-diagonal blocks
- Feasible model-based principal component analysis: joint estimation of rank and error covariance matrix
- Quasi shrinkage estimation of a block-structured covariance matrix
- Testing hypotheses about the pentadiagonal banded Toeplitz covariance structure
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