Tensor Graphical Lasso (TeraLasso) (Q5213453)

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scientific article; zbMATH DE number 7162062
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Tensor Graphical Lasso (TeraLasso)
scientific article; zbMATH DE number 7162062

    Statements

    title
    Tensor Graphical Lasso (TeraLasso) (English)
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    author
    Kristjan Greenewald
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    Shuheng Zhou
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    Alfred O. III Hero
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    publication date
    3 February 2020
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    zbMATH Keywords
    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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    Identifiers

    DOI
    10.1111/rssb.12339
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    zbMATH DE Number
    7162062
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