scientific article; zbMATH DE number 7626713
From MaRDI portal
Publication:5053183
Genevera I. Allen, Tiffany M. Tang
Publication date: 6 December 2022
Full work available at URL: https://arxiv.org/abs/1810.00832
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items
Cites Work
- Unnamed Item
- Matrix Completion and Low-Rank SVD via Fast Alternating Least Squares
- Adjusting batch effects in microarray expression data using empirical Bayes methods
- A well-conditioned estimator for large-dimensional covariance matrices
- Model selection and estimation in the matrix normal graphical model
- Geodesic convexity in nonlinear optimization
- Transposable regularized covariance models with an application to missing data imputation
- Multiple factor analysis (AFMULT package)
- Joint and individual variation explained (JIVE) for integrated analysis of multiple data types
- Sparse permutation invariant covariance estimation
- Gemini: graph estimation with matrix variate normal instances
- Distributed estimation of principal eigenspaces
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Some matrix-variate distribution theory: Notational considerations and a Bayesian application
- The mle algorithm for the matrix normal distribution
- Geodesic Convexity and Covariance Estimation
- On Convergence of Kronecker Graphical Lasso Algorithms
- Robust Kronecker Product PCA for Spatio-Temporal Covariance Estimation
- Orthogonal Sparse PCA and Covariance Estimation via Procrustes Reformulation
- A useful variant of the Davis–Kahan theorem for statisticians
- Convergence of a block coordinate descent method for nondifferentiable minimization
