Tensor Graphical Lasso (TeraLasso) (Q5213453): Difference between revisions
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| Property / DOI: 10.1111/rssb.12339 / rank | |||
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Latest revision as of 16:21, 30 December 2024
scientific article; zbMATH DE number 7162062
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tensor Graphical Lasso (TeraLasso) |
scientific article; zbMATH DE number 7162062 |
Statements
Tensor Graphical Lasso (TeraLasso) (English)
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3 February 2020
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convergence guarantees
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covariance modelling for array-valued data
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Kronecker sum
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non-separable factor models
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precision matrix estimation
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sparsity
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