{"paper":{"title":"A New Algorithm for Circulant Rational Covariance Extension and Applications to Finite-interval Smoothing","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["math.ST","stat.TH"],"primary_cat":"stat.ME","authors_text":"Bin Zhu, Giorgio Picci","submitted_at":"2016-09-29T09:39:42Z","abstract_excerpt":"The partial stochastic realization of periodic processes from finite covariance data has recently been solved by Lindquist and Picci based on convex optimization of a generalized entropy functional. The meaning and the role of this criterion have an unclear origin. In this paper we propose a solution based on a nonlinear generalization of the classical Yule-Walker type equations and on a new iterative algorithm which is shown to converge to the same (unique) solution of the variational problem. This provides a conceptual link to the variational principles and at the same time yields a robust a"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1609.09272","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}