Cover Image

A Matrix-Variate Log-Normal Model for Covariance Matrices

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Otranto, Edoardo
Format:	Preprint
Published:	2026
Subjects:	Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Parsimonious Clustering of Covariance Matrices
by: Xu, Yixi, et al.
Published: (2025)

Matrix Healy Plot: A Practical Tool for Visual Assessment of Matrix-Variate Normality
by: Jiang, Fen, et al.
Published: (2025)

A Structured Estimator for large Covariance Matrices in the Presence of Pairwise and Spatial Covariates
by: Metodiev, Martin, et al.
Published: (2024)

A Sparse Linear Model for Positive Definite Estimation of Covariance Matrices
by: Kim, Rakheon, et al.
Published: (2025)

Multilevel Regression Modeling of Covariance Matrix Outcomes
by: Green, Michelle Murphy, et al.
Published: (2026)

Scalable Fitting Methods for Multivariate Gaussian Additive Models with Covariate-dependent Covariance Matrices
by: Gioia, Vincenzo, et al.
Published: (2025)

Geometry-driven Bayesian Inference for Ultrametric Covariance Matrices
by: Yao, Tsung-Hung, et al.
Published: (2024)

Clustering Methods for Identifying and Modelling Areas with Similar Temperature Variations
by: Otranto, Edoardo
Published: (2026)

Testing Separability of High-Dimensional Covariance Matrices
by: Sung, Bongjung, et al.
Published: (2025)

Robust and Well-conditioned Sparse Estimation for High-dimensional Covariance Matrices
by: Wang, Shaoxin, et al.
Published: (2025)

Covariate-moderated Empirical Bayes Matrix Factorization
by: Denault, William R. P., et al.
Published: (2025)

Stochastic Block Covariance Matrix Estimation
by: Chen, Yunran, et al.
Published: (2025)

Simultaneous Estimation of Many Sparse Networks via Hierarchical Poisson Log-Normal Model
by: Ge, Changhao, et al.
Published: (2024)

Matrix Autoregressive Model with Vector Time Series Covariates for Spatio-Temporal Data
by: Sun, Hu, et al.
Published: (2023)

Localization Estimator for High Dimensional Tensor Covariance Matrices
by: Sun, Hao-Xuan, et al.
Published: (2026)

Applying Non-negative Matrix Factorization with Covariates to the Longitudinal Data as Growth Curve Model
by: Satoh, Kenichi
Published: (2024)

Modeling and Learning on High-Dimensional Matrix-Variate Sequences
by: Zhang, Xu, et al.
Published: (2022)

Weighted Average Ensemble for Cholesky-based Covariance Matrix Estimation
by: Kang, Xiaoning, et al.
Published: (2025)

Bayesian Covariance Estimation for Multi-group Matrix-variate Data
by: Bersson, Elizabeth, et al.
Published: (2023)

Sparse inference in Poisson Log-Normal model by approximating the L0-norm
by: Kioye, Togo Jean Yves, et al.
Published: (2024)

Matrix-Variate Regression Model for Multivariate Spatio-Temporal Data
by: Diniz, Carlos A. Ribeiro, et al.
Published: (2025)

Regularized Estimation of High-Dimensional Matrix-Variate Autoregressive Models
by: Jiang, Hangjin, et al.
Published: (2024)

Covariance Matrix Estimation for High-Throughput Biomedical Data with Interconnected Communities
by: Yang, Yifan, et al.
Published: (2023)

Covariance Estimation for Matrix-variate Data via Fixed-rank Core Covariance Geometry
by: Sung, Bongjung
Published: (2025)

Marginal Inference for Hierarchical Generalized Linear Mixed Models with Patterned Covariance Matrices Using the Laplace Approximation
by: Hoef, Jay M. Ver, et al.
Published: (2023)

Simultaneous Inference for Covariance and Precision Matrices of Long-Range Dependent Time Series
by: Zhai, Percy S., et al.
Published: (2026)

Covariance Matrix Estimation for High-Dimensional Interval-Valued Data with Positive Definiteness
by: Tian, Wan, et al.
Published: (2026)

Cross-Validated Loss-Based Covariance Matrix Estimator Selection in High Dimensions
by: Boileau, Philippe, et al.
Published: (2021)

Improving Model Choice in Classification: An Approach Based on Clustering of Covariance Matrices
by: Rodríguez-Vítores, David, et al.
Published: (2023)

Improved Risk Ratio Approximation by Complementary Log-Log Models: A Comparison with Logistic Models
by: Tsubota, Yuji, et al.
Published: (2025)

Efficient Inference for Covariate-adjusted Bradley-Terry Model with Covariate Shift
by: Li, Xiudi, et al.
Published: (2025)

Optimal Differentially Private PCA and Estimation for Spiked Covariance Matrices
by: Cai, T. Tony, et al.
Published: (2024)

Additive Covariance Matrix Models: Modelling Regional Electricity Net-Demand in Great Britain
by: Gioia, V., et al.
Published: (2022)

Difference-Based High-Dimensional Long-Run Covariance Matrix Estimation for Mean-shift Time Series
by: Liu, Yanhong, et al.
Published: (2026)

On the Impact of Spatial Covariance Matrix Ordering on Tile Low-Rank Estimation of Matérn Parameters
by: Chen, Sihan, et al.
Published: (2024)

An Empirical Bayes Jackknife Regression Framework for Covariance Matrix Estimation
by: Xin, Huqin, et al.
Published: (2024)

FlowSDR: Sufficient Dimension Reduction via Conditional Normalizing Flows
by: Dong, Yuexiao, et al.
Published: (2026)

Identifiability of Latent Class Models with Covariates
by: Ouyang, Jing, et al.
Published: (2021)

A New Family of Poisson Non-negative Matrix Factorization Methods Using the Shifted Log Link
by: Weine, Eric, et al.
Published: (2026)

Learning Large Causal Structures from Inverse Covariance Matrix via Sparse Matrix Decomposition
by: Dong, Shuyu, et al.
Published: (2022)