• DocumentCode
    1525230
  • Title

    Matrix Completion à la Dempster by the Principle of Parsimony

  • Author

    Ferrante, Augusto ; Pavon, Michele

  • Author_Institution
    Dipt. di Ing. dell´´Inf., Univ. di Padova, Padova, Italy
  • Volume
    57
  • Issue
    6
  • fYear
    2011
  • fDate
    6/1/2011 12:00:00 AM
  • Firstpage
    3925
  • Lastpage
    3931
  • 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 matrices; maximum entropy methods; Dempster covariance selection method; full rank rectangular matrices; matrix completion; maximum entropy problem; nonsingular matrices; principle of parsimony; Covariance matrix; Entropy; Equations; Indexes; Linear systems; Stacking; Symmetric matrices; Covariance selection; matrix completion; maximum entropy problem; parsimony principle; variational problem;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.2011.2143970
  • Filename
    5773044
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1525230