Geodesic
Block matrix approximation via entropy loss function
Applications of Mathematics, Tome 65 (2020) no. 6, pp. 829-844

Voir la notice de l'article provenant de la source Czech Digital Mathematics Library

The aim of the paper is to present a procedure for the approximation of a symmetric positive definite matrix by symmetric block partitioned matrices with structured off-diagonal blocks. The entropy loss function is chosen as approximation criterion. This procedure is applied in a simulation study of the statistical problem of covariance structure identification.
DOI : 10.21136/AM.2020.0023-20
Classification : 15A30, 15B99, 62H20, 65F99
Keywords: approximation; block covariance structure; entropy loss function 
@article{10_21136_AM_2020_0023_20,
     author = {Janiszewska, Malwina and Markiewicz, Augustyn and Mokrzycka, Monika},
     title = {Block matrix approximation via entropy loss function},
     journal = {Applications of Mathematics},
     pages = {829--844},
     publisher = {mathdoc},
     volume = {65},
     number = {6},
     year = {2020},
     doi = {10.21136/AM.2020.0023-20},
     mrnumber = {4191371},
     zbl = {07285959},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.2020.0023-20/}
}
TY  - JOUR
AU  - Janiszewska, Malwina
AU  - Markiewicz, Augustyn
AU  - Mokrzycka, Monika
TI  - Block matrix approximation via entropy loss function
JO  - Applications of Mathematics
PY  - 2020
SP  - 829
EP  - 844
VL  - 65
IS  - 6
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.21136/AM.2020.0023-20/
DO  - 10.21136/AM.2020.0023-20
LA  - en
ID  - 10_21136_AM_2020_0023_20
ER  - 
%0 Journal Article
%A Janiszewska, Malwina
%A Markiewicz, Augustyn
%A Mokrzycka, Monika
%T Block matrix approximation via entropy loss function
%J Applications of Mathematics
%D 2020
%P 829-844
%V 65
%N 6
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.21136/AM.2020.0023-20/
%R 10.21136/AM.2020.0023-20
%G en
%F 10_21136_AM_2020_0023_20
Janiszewska, Malwina; Markiewicz, Augustyn; Mokrzycka, Monika. Block matrix approximation via entropy loss function. Applications of Mathematics, Tome 65 (2020) no. 6, pp. 829-844. doi: 10.21136/AM.2020.0023-20

Cité par Sources :