Effective algorithms for solving trace minimization problem in multivariate statistics

DOI10.1155/2020/3054764zbMath1459.65005OpenAlexW3047718136MaRDI QIDQ2196916

Yanyan Li

Publication date: 4 September 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/3054764

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Numerical mathematical programming methods (65K05) Information geometry (statistical aspects) (62B11)

Related Items (1)

Newton's method for the parameterized generalized eigenvalue problem with nonsquare matrix pencils

Uses Software

• Matlab
• Manopt

Cites Work

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