3 papers
math.DG2025
Covariance Estimation for Matrix-variate Data via Fixed-rank Core Covariance Geometry
Bongjung Sung
We study the geometry of the fixed-rank core covariance manifold arising from the Kronecker-core decomposition of covariance matrices. As shown in Hoff, McCormack, and Zhang (2023)…
math.ST2025
Testing Separability of High-Dimensional Covariance Matrices
Bongjung Sung, Peter D. Hoff
Due to their parsimony, separable covariance models have been popular in modeling matrix-variate data. However, the inference from such a model may be misleading if the population…
stat.ME2021
Covariance Structure Estimation with Laplace Approximation
Bongjung Sung, Jaeyong Lee
Gaussian covariance graph model is a popular model in revealing underlying dependency structures among random variables. A Bayesian approach to the estimation of covariance structu…