Sign in

Existence and Uniqueness of the Kronecker Covariance MLE

By Mathias Drton and others
In matrix-valued datasets the sampled matrices often exhibit correlations among both their rows and their columns. A useful and parsimonious model of such dependence is the matrix normal model, in which the covariances among the elements of a random matrix are parameterized in terms of the Kronecker product of two... Show more
January 14, 2021
=
0
Loading PDF…
Loading full text...
Similar articles
Loading recommendations...
=
0
x1
Existence and Uniqueness of the Kronecker Covariance MLE
Click on play to start listening