The matrix-variate normal distribution is a popular model for high-dimensional transposable data because it decomposes the dependence structure of the random matrix into the Kronecker product of two ...

This column is the fourth in a series on parameter estimation, leading up to the justly famous Kalman filter. The discipline is based on the fact that our knowledge of the state of any real-world ...

Brain connectivity analysis is now at the foreground of neuroscience research. A connectivity network is characterized by a graph, where nodes represent neural elements such as neurons and brain ...