@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},
  author = {Ala{\'i}z, C. M. and Dinuzzo, F. and Sra, S.},
  doi = {10.1093/imanum/drt056}
}