Fetching the paper…
Reading the bibliography…
In matrix-valued datasets the sampled matrices often exhibit correlations among both their rows and their columns.
A. P. Dawid, Some matrix-variate distribution theory: notational considerations and a Bayesian application , Biometrika 68
1981
Earlier work this paper cites.
Robb J. Muirhead, Aspects of multivariate statistical theory , John Wiley & Sons, Inc., New York, 1982, Wiley Series in Probability and Mathematical Statistics. MR 652932
1982
Earlier work this paper cites.
Alan Edelman, Erik Elmroth, and Bo Kågström, A geometric approach to perturbation theory of matrices and matrix pencils. Part I. Versal deformations , SIAM J. Matrix Anal. Appl. 18
1997
Earlier work this paper cites.
Tamás Rapcsák, Smooth nonlinear optimization in ℝ n \mathbb{R}^{n} , Nonconvex Optimization and its Applications, vol. 19, Kluwer Academic Publishers, Dordrecht, 1997. MR 1480415
1997
Earlier work this paper cites.
Pierre Dutilleul, The mle algorithm for the matrix normal distribution , J. Statist. Comput. Simul. 64
1999
Earlier work this paper cites.
Jos M. F. Ten Berge and Henk A. L. Kiers, Simplicity of core arrays in three-way principal component analysis and the typical rank of p × q × 2 p\times q\times 2 arrays , Linear Algebra Appl. 294
1999
Earlier work this paper cites.
Kazuo Murota, Matrices and matroids for systems analysis , Algorithms and Combinatorics, vol. 20, Springer-Verlag, Berlin, 2000. MR 1739147
2000
Earlier work this paper cites.
T. W. Anderson, An introduction to multivariate statistical analysis , third ed., Wiley Series in Probability and Statistics, Wiley-Interscience [John Wiley & Sons], Hoboken, NJ, 2003. MR 1990662
2003
Earlier work this paper cites.
Bradley Efron, Are a set of microarrays independent of each other? , Ann. Appl. Stat. 3
2009
Earlier work this paper cites.
Genevera I. Allen and Robert Tibshirani, Transposable regularized covariance models with an application to missing data imputation , Ann. Appl. Stat. 4
2010
Earlier work this paper cites.
by same author, Inference with transposable data: modelling the effects of row and column correlations , J. R. Stat. Soc. Ser. B. Stat. Methodol. 74
2012
Cited alongside, same era.
J. M. Landsberg, Tensors: geometry and applications , Graduate Studies in Mathematics, vol. 128, American Mathematical Society, Providence, RI, 2012. MR 2865915
2012
Cited alongside, same era.
Scott Makeig, Christian Kothe, Tim Mullen, Nima Bigdely-Shamlo, Zhilin Zhang, and Kenneth Kreutz-Delgado, Evolving signal processing for brain–computer interfaces , Proceedings of the IEEE 100
2012
Cited alongside, same era.
Ami Wiesel, Geodesic convexity and covariance estimation , IEEE Trans. Signal Process. 60
2012
Cited alongside, same era.
Jianxin Yin and Hongzhe Li, Model selection and estimation in the matrix normal graphical model , J. Multivariate Anal. 107
2012
I. Soloveychik and D. Trushin, Gaussian and robust Kronecker product covariance estimation: existence and uniqueness , J. Multivariate Anal. 149
2016
Later among the works it cites.
Hunter Glanz and Luis Carvalho, An expectation-maximization algorithm for the matrix normal distribution with an application in remote sensing , J. Multivariate Anal. 167
2018
Later among the works it cites.
Elizabeth Gross and Seth Sullivant, The maximum likelihood threshold of a graph , Bernoulli 24
2018
Later among the works it cites.
Yunzhang Zhu and Lexin Li, Multiple matrix Gaussian graphs estimation , J. R. Stat. Soc. Ser. B. Stat. Methodol. 80
2018
Later among the works it cites.
Xi Chen and Weidong Liu, Graph estimation for matrix-variate Gaussian data , Statist. Sinica 29
2019
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…
Cited alongside, same era.
Martin Ohlson, M. Rauf Ahmad, and Dietrich von Rosen, The multilinear normal distribution: introduction and some basic properties , J. Multivariate Anal. 113
2013
Cited alongside, same era.
Bailey K. Fosdick and Peter D. Hoff, Separable factor analysis with applications to mortality data , Ann. Appl. Stat. 8
2014
Cited alongside, same era.
Shuheng Zhou, Gemini: graph estimation with matrix variate normal instances , Ann. Statist. 42
2014
Cited alongside, same era.
K. Greenewald and A. O. Hero, Robust kronecker product pca for spatio-temporal covariance estimation , IEEE Transactions on Signal Processing 63
2015
Cited alongside, same era.
Alexander Volfovsky and Peter D. Hoff, Testing for nodal dependence in relational data matrices , J. Amer. Statist. Assoc. 110
2015
Cited alongside, same era.
Mathias Drton, Christopher Fox, Andreas Käufl, and Guillaume Pouliot, The maximum likelihood threshold of a path diagram , Ann. Statist. 47
2019
Later among the works it cites.
Carlos Améndola, Kathlén Kohn, Philipp Reichenbach, and Anna Seigal, Invariant theory and scaling algorithms for maximum likelihood estimation , 2020
2020
Closest in time.
Harm Derksen and Visu Makam, Maximum likelihood estimation for matrix normal models via quiver representations , 2020
2020
Closest in time.
Dean Koch, Subhash Lele, and Mark A. Lewis, Computationally simple anisotropic lattice covariograms , Environ. Ecol. Stat. 27
2020
Closest in time.