Embedding nonnegative definite Toeplitz matrices in nonnegative definite circulant matrices, with application to covariance estimation.
Amir DemboColin L. MallowsLawrence A. SheppPublished in: IEEE Trans. Inf. Theory (1989)
Keyphrases
- least squares
- matrix approximation
- data matrix
- nonnegative matrix factorization
- systems of linear equations
- singular value decomposition
- covariance matrices
- correlation matrix
- linear programming
- objective function
- covariance matrix
- factor matrices
- fourier transform
- tensor factorization
- graph embedding
- vector space
- estimation algorithm
- singular values
- positive definite
- condition number
- matrix decomposition
- parameter estimation