Classification of higher-order data with separable covariance and structured multiplicative or additive mean models
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Cites work
- Applied Multiway Data Analysis
- Classification rules for triply multivariate data with an AR(1) correlation structure on the repeated measures over time
- Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data
- Covariance structure approximation via gLasso in high-dimensional supervised classification
- Data augmentation for support vector machines
- Discriminant analysis of multivariate repeated measures data with Kronecker product structured covariance matrices
- Discrimination with jointly equicorrelated multi-level multivariate data
- Distances between normal populations when covariance matrices are unequal
- General class of covariance structures for two or more repeated factors in longitudinal data analysis
- Linear discrimination for multi-level multivariate data with separable means and jointly equicorrelated covariance structure
- Linear discrimination for three-level multivariate data with a separable additive mean vector and a doubly exchangeable covariance structure
- Linear discrimination with equicorrelated training vectors
- Maximum likelihood estimation for the tensor normal distribution: Algorithm, minimum sample size, and empirical bias and dispersion
- Models with a Kronecker product covariance structure: estimation and testing
- More on the Kronecker structured covariance matrix
- On discrimination and classification with multivariate repeated measures data
- Selecting variables for discrimination when covariance matrices are unequal
- Simultaneous classification and relevant feature identification in high-dimensional spaces: Application to molecular profiling data
- Sparse inverse covariance estimation with the graphical lasso
- The likelihood ratio test for a separable covariance matrix
- The mle algorithm for the matrix normal distribution
- The multilinear normal distribution: introduction and some basic properties
Cited in
(6)- A note on necessary and sufficient conditions of existence and uniqueness for the maximum likelihood estimator of a Kronecker-product variance-covariance matrix
- Estimation of a multiplicative correlation structure in the large dimensional case
- Classification Rules under Autoregressive and General Circulant Covariance
- Covariance structure approximation via gLasso in high-dimensional supervised classification
- Supervised classifiers for high-dimensional higher-order data with locally doubly exchangeable covariance structure
- Testing correlation in a three-level model
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