Dempster's covariance selection method is extended first to general nonsingular matrices and then to full rank rectangular matrices. Dempster observed that his completion solved a maximum entropy problem. We show that our generalized completions are also solutions of a suitable entropy-like variational problem.
Matrix Completion a` la Dempster by the Principle of Parsimony.
FERRANTE, AUGUSTO;PAVON, MICHELE
2011
Abstract
Dempster's covariance selection method is extended first to general nonsingular matrices and then to full rank rectangular matrices. Dempster observed that his completion solved a maximum entropy problem. We show that our generalized completions are also solutions of a suitable entropy-like variational problem.File in questo prodotto:
Non ci sono file associati a questo prodotto.
Pubblicazioni consigliate
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
