Graphical model selection for a particular class of continuous-time processes

Image compression by means of the multidimensional circulant covariance extension problem – Revisited

“…In plain words, it is possible to select as optimal solution the closest one to the prior and matching the moments. A second important aspect is that it is possible to take a divergence family as objective function, [26], [28], [25], [27], [29]. The latter leads to a family of solutions characterized by an integer parameter.…”