51 citations · 127 across the 23 of their papers we have counts for
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stat.AP2015
Gaussian and Robust Kronecker Product Covariance Estimation: Existence and Uniqueness
Ilya Soloveychik, Dmitry Trushin
We study the Gaussian and robust covariance estimation, assuming the true covariance matrix to be a Kronecker product of two lower dimensional square matrices. In both settings we…
stat.ML2015
Joint Inverse Covariances Estimation with Mutual Linear Structure
Ilya Soloveychik, Ami Wiesel
We consider the problem of joint estimation of structured inverse covariance matrices. We perform the estimation using groups of measurements with different covariances of the same…
math.ST2015★ 2 cited
Joint Covariance Estimation with Mutual Linear Structure
Ilya Soloveychik, Ami Wiesel
We consider the problem of joint estimation of structured covariance matrices. Assuming the structure is unknown, estimation is achieved using heterogeneous training sets. Namely,…