Sparse plus low-rank identification for dynamical latent-variable graphical AR models (Q6537356)
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scientific article; zbMATH DE number 7847083
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| English | Sparse plus low-rank identification for dynamical latent-variable graphical AR models |
scientific article; zbMATH DE number 7847083 |
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Sparse plus low-rank identification for dynamical latent-variable graphical AR models (English)
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14 May 2024
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graphical autoregressive models
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latent variables
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sparse plus low-rank optimization model
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Schur complement
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0.780555784702301
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0.7678458094596863
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0.7595342993736267
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0.7429828643798828
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0.7413904070854187
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