Matrix completion à la Dempster by the principle of parsimony

Augusto Ferrante, Michele Pavon

Research output: Contribution to journalArticlepeer-review


Dempster's covariance selection method is extended first to general nonsingular matrices and then to full rank rectangular matrices. Dempster observed that his completion solved a maximum entropy problem. We show that our generalized completions are also solutions of a suitable entropy-like variational problem.

Original languageEnglish (US)
Article number5773044
Pages (from-to)3925-3931
Number of pages7
JournalIEEE Transactions on Information Theory
Issue number6
StatePublished - Jun 2011


  • Covariance selection
  • matrix completion
  • maximum entropy problem
  • parsimony principle
  • variational problem

ASJC Scopus subject areas

  • Information Systems
  • Computer Science Applications
  • Library and Information Sciences


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