@article{AlaDinSra2015, title = {Correlation matrix nearness and completion under observation uncertainty}, author = {Ala{\'i}z, C. M. and Dinuzzo, F. and Sra, S.}, journal = {IMA Journal of Numerical Analysis}, volume = {35}, number = {1}, pages = {325--340}, year = {2015}, doi = {10.1093/imanum/drt056} }