Tensor Graphical Lasso (TeraLasso)

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

zbMATH Keywords

Kronecker sumsparsityprecision matrix estimationconvergence guaranteescovariance modelling for array-valued datanon-separable factor models

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07)

Related Items (4)

Multilinear Common Component Analysis via Kronecker Product Representation ⋮ Kronecker-structured covariance models for multiway data ⋮ Correlation Tensor Decomposition and Its Application in Spatial Imaging Data ⋮ Concentration of measure bounds for matrix-variate data with missing values

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