"Covariance structure regularization via entropy loss function."

Lijing Lin, Nicholas J. Higham, Jianxin Pan (2014)

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DOI: 10.1016/J.CSDA.2013.10.004

access: open

type: Journal Article

metadata version: 2022-10-02

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Lijing Lin, Nicholas J. Higham, Jianxin Pan:
Covariance structure regularization via entropy loss function. Comput. Stat. Data Anal. 72: 315-327 (2014)

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