Matrix completion à la Dempster by the principle of parsimony

Augusto Ferrante; Michele Pavon

doi:10.1109/TIT.2011.2143970

Matrix completion à la Dempster by the principle of parsimony

Augusto Ferrante, Michele Pavon

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

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 language	English (US)
Article number	5773044
Pages (from-to)	3925-3931
Number of pages	7
Journal	IEEE Transactions on Information Theory
Volume	57
Issue number	6
DOIs	https://doi.org/10.1109/TIT.2011.2143970
State	Published - Jun 2011

Keywords

Covariance selection
matrix completion
maximum entropy problem
parsimony principle
variational problem

ASJC Scopus subject areas

Information Systems
Computer Science Applications
Library and Information Sciences

Access to Document

10.1109/TIT.2011.2143970

Cite this

@article{0b5b763457104c7a99af6e2315bc0f57,

title = "Matrix completion {\`a} la Dempster by the principle of parsimony",

abstract = "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.",

keywords = "Covariance selection, matrix completion, maximum entropy problem, parsimony principle, variational problem",

author = "Augusto Ferrante and Michele Pavon",

year = "2011",

month = jun,

doi = "10.1109/TIT.2011.2143970",

language = "English (US)",

volume = "57",

pages = "3925--3931",

journal = "IEEE Transactions on Information Theory",

issn = "0018-9448",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

number = "6",

}

TY - JOUR

T1 - Matrix completion à la Dempster by the principle of parsimony

AU - Ferrante, Augusto

AU - Pavon, Michele

PY - 2011/6

Y1 - 2011/6

N2 - 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.

AB - 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.

KW - Covariance selection

KW - matrix completion

KW - maximum entropy problem

KW - parsimony principle

KW - variational problem

UR - http://www.scopus.com/inward/record.url?scp=79957652216&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=79957652216&partnerID=8YFLogxK

U2 - 10.1109/TIT.2011.2143970

DO - 10.1109/TIT.2011.2143970

M3 - Article

AN - SCOPUS:79957652216

SN - 0018-9448

VL - 57

SP - 3925

EP - 3931

JO - IEEE Transactions on Information Theory

JF - IEEE Transactions on Information Theory

IS - 6

M1 - 5773044

ER -

Matrix completion à la Dempster by the principle of parsimony

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this