Monotonicity of the Trace-Inverse of Covariance Submatrices and Two-Sided Prediction

Anatoly Khina, Arie Yeredor, Ram Zamir. Monotonicity of the Trace-Inverse of Covariance Submatrices and Two-Sided Prediction. IEEE Transactions on Information Theory, 68(4):2767-2781, 2022. [doi]

Abstract

Abstract is missing.