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]

@article{KhinaYZ22,
  title = {Monotonicity of the Trace-Inverse of Covariance Submatrices and Two-Sided Prediction},
  author = {Anatoly Khina and Arie Yeredor and Ram Zamir},
  year = {2022},
  doi = {10.1109/TIT.2021.3131912},
  url = {https://doi.org/10.1109/TIT.2021.3131912},
  researchr = {https://researchr.org/publication/KhinaYZ22},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Information Theory},
  volume = {68},
  number = {4},
  pages = {2767-2781},
}