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20242026
most citedRational Maximum Likelihood Estimators of Kronecker Covariance Matrices

2 citations · 2 across the 5 of their papers we have counts for

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5 papers

math.ST2026

Asymptotics for Model Selection in Probabilistic Principal Component Analysis

Mathias Drton, Andrew McCormack, Daniel Windisch

The probabilistic formulation of principal component analysis promises statistically grounded solutions to the problem of selecting the number of principal components. However, dev…

math.PR2026

On the Uniqueness of Fréchet Means for Polytope Norms

Roan Talbut, Andrew McCormack, Anthea Monod

Fréchet means are a popular type of average for non-Euclidean datasets, defined as those points which minimise the average squared distance to a set of data points. We consider the…

math.ST2025

Singular Learning Theory for Factor Analysis

Mathias Drton, Elizabeth Gross, Dimitra Kosta +4

Watanabe's singular learning theory provides a framework for asymptotic analysis of Bayesian model selection for statistical models with singularities, where traditional statistica…

stat.ML2025

Robust Score Matching

Richard Schwank, Andrew McCormack, Mathias Drton

Proposed in Hyvärinen (2005), score matching is a parameter estimation procedure that does not require computation of distributional normalizing constants. In this work we utilize…

math.ST2024★ 2 cited

Rational Maximum Likelihood Estimators of Kronecker Covariance Matrices

Mathias Drton, Alexandros Grosdos, Andrew McCormack

As is the case for many curved exponential families, the computation of maximum likelihood estimates in a multivariate normal model with a Kronecker covariance structure is typical…