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- W4310676598 abstract "We study estimation of the mean-covariance under the joint constraint Σμ=μ for a multivariate normal. A reparametrized structured covariance is proposed through spectral decomposition of Σ involving μ, reducing the number of parameters. We approximate MLE by maximizing a lower bound of a profile likelihood and follow a similar strategy for Bayesian estimation. The MLE approximation performs the best." @default.
- W4310676598 created "2022-12-15" @default.
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- W4310676598 date "2023-03-01" @default.
- W4310676598 modified "2023-09-25" @default.
- W4310676598 title "Bayesian estimation of constrained mean-covariance of normal distributions" @default.
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- W4310676598 doi "https://doi.org/10.1016/j.spl.2022.109745" @default.
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