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On the Maximum Entropy Completion of Circulant Covariance Matrices
unpublished
This paper deals with the positive-definite completion of partially specified (block-) circulant covariance matrices. In the absence of any constraint other than positivity, the maximal-determinant completion of a partially specified covari-ance matrix (i.e., the so-called maximum entropy completion) was shown by Dempster to have an inverse with zero-values at all locations where the original matrix was unspecified-this will be referred to as the Dempster property. In earlier work, Carli etal.
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