Sample Efficient Toeplitz Covariance Estimation

DOI10.1137/1.9781611975994.23MaRDI QIDQ5146789zbMATH OpenOpenAlexFDO

Authors Y. C. Eldar, Jerry Li, Cameron Musco, Christopher Musco

Publication date 2 February 2021

Published in Proceedings of the Fourteenth Annual ACM-SIAM Symposium on Discrete Algorithms (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.05643

Mathematics Subject Classification ID

Algorithms in computer science (68Wxx)

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Cited in

(3)

• Some results on the Gaussian Markov random field construction problem based on the use of invariant subgraphs
• New challenges in covariance estimation: multiple structures and coarse quantization
• Generalized Coprime Sampling of Toeplitz Matrices for Spectrum Estimation

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