Tensor Graphical Lasso (TeraLasso)
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Publication:5213453
DOI10.1111/rssb.12339zbMath1429.62309arXiv1705.03983OpenAlexW2980288697WikidataQ127108598 ScholiaQ127108598MaRDI QIDQ5213453
Kristjan Greenewald, Alfred O. III Hero, Shuheng Zhou
Publication date: 3 February 2020
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1705.03983
Kronecker sumsparsityprecision matrix estimationconvergence guaranteescovariance modelling for array-valued datanon-separable factor models
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