Tensor Graphical Lasso (TeraLasso) (Q5213453)
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scientific article; zbMATH DE number 7162062
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tensor Graphical Lasso (TeraLasso) |
scientific article; zbMATH DE number 7162062 |
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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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