Positive definite estimation of large covariance matrix using generalized nonconvex penalties [PDF]
This paper addresses the issue of large covariance matrix estimation in a high-dimensional statistical analysis. Recently, improved iterative algorithms with positive-definite guarantee have been developed.
Fei Wen +3 more
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Positive-Definite Sparse Precision Matrix Estimation
The positive-definiteness and sparsity are the most important property of high-dimensional precision matrices. To better achieve those property, this paper uses a sparse lasso penalized D-trace loss under the positive-definiteness constraint to estimate high-dimensional precision matrices.
Lin Xia +3 more
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Positive Definite Solutions of the Matrix Equation Xr-∑i=1mAi∗X-δiAi=I [PDF]
We investigate the nonlinear matrix equation Xr-∑i=1mAi∗X-δiAi=I, where r is a positive integer and δi∈(0,1], for i=1,2,…,m. We establish necessary and sufficient conditions for the existence of positive definite solutions of this equation.
Asmaa M. Al-Dubiban
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Positive definite solution of non-linear matrix equations through fixed point technique
The goal of this study is to solve a non-linear matrix equation of the form $ \mathcal{X} = \mathcal{Q} + \sum\limits_{i = 1}^{m} \mathcal{B}_{i}^{*}\mathcal{G} (\mathcal{X})\mathcal{B}_{i} $, where $ \mathcal{Q} $ is a Hermitian positive definite ...
Sourav Shil, Hemant Kumar Nashine
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Matrix-valued positive definite kernels given by expansions: strict positive definiteness [PDF]
Given a nonempty set $\Omega$, the authors consider positive definite matrix-valued kernels $F:\Omega\times\Omega\to M_p(\mathbb{C})$ in the form $$ F(x,y)=\sum_{\alpha\in J}A_\alpha f_\alpha(x,y), \quad x,y\in\Omega, $$ where $J\subset\mathbb{Z}^q$ for some positive integer $q$, each $A_\alpha\in M_p(\mathbb{C})$ is a positive semidefinite matrix ...
Willian Franca, V. A. Menegatto
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On the Positive Definite Solutions of a Nonlinear Matrix Equation [PDF]
The positive definite solutions of the nonlinear matrix equation are discussed. A necessary and sufficient condition for the existence of positive definite solutions for this equation is derived.
Panpan Liu, Shugong Zhang, Qingchun Li
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Positive definite solutions of certain nonlinear matrix equations [PDF]
Using appropriate inequalities and some fixed point results, the authors prove the existence of unique positive definite solutions for some nonlinear matrix equations.
Zahrasadat Mousavi +2 more
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On Positive Definite Solutions Of Quaternionic Matrix Equations
The real representation of the quaternionic matrix is definited and studied. The relations between the positive (semi)define quaternionic matrix and its real representation matrix are presented. By means of the real representation, the relation between the positive (semi)definite solutions of quaternionic matrix equations and those of corresponding ...
Ming-hui Wang
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mbend: an R package for bending non-positive-definite symmetric matrices to positive-definite
Background R package mbend was developed for bending symmetric non-positive-definite matrices to positive-definite (PD). Bending is a procedure of transforming non-PD matrices to PD.
Mohammad Ali Nilforooshan
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Positive Definiteness of Symmetric Rank 1 (H-Version) Update for Unconstrained Optimization
Several attempts have been made to modify the quasi-Newton condition in order to obtain rapid convergence with complete properties (symmetric and positive definite) of the inverse of Hessian matrix (second derivative of the objective function).
Saad Shakir Mahmood +2 more
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