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Correlation matrix nearness and completion under observation uncertainty
@article{AlaDinSra2015, title = {Correlation matrix nearness and completion under observation uncertainty}, journal = {IMA Journal of Numerical Analysis}, volume = {35}, number = {1}, pages = {325--340}, year = {2015}, slug = {aladinsra2015}, author = {Ala{\'i}z, C. M. and Dinuzzo, F. and Sra, S.} }