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. In IEEE International Symposium on Information Theory, ISIT 2022, Espoo, Finland, June 26 - July 1, 2022. pages 450-455, IEEE, 2022. [doi]

Abstract

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