Convex-structured covariance estimation via the entropy loss under the majorization-minimization algorithm framework

We estimated convex-structured covariance/correlation matrices by minimizing the entropy loss corresponding to the given matrix. We first considered the estimation of the Weighted sum of known Rank-one matrices with unknown Weights (W-Rank1-W) structural covariance matrices, which appeared commonly...

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Bibliographic Details
Published in:	AIMS mathematics Vol. 9; no. 6; pp. 14253 - 14273
Main Authors:	Chen, Chen, Chen, Xiangbing, Ai, Yi
Format:	Journal Article
Language:	English
Published:	AIMS Press 01.01.2024
Subjects:	entropy loss mm algorithm toeplitz autocorrelation matrix w-rank1-w structural covariance matrix
ISSN:	2473-6988, 2473-6988
Online Access:	Get full text
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