Displaying similar documents to “Second-order approximation of the entropy in nonlinear least-squares estimation”

Block matrix approximation via entropy loss function

Malwina Janiszewska, Augustyn Markiewicz, Monika Mokrzycka (2020)

Applications of Mathematics

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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.