On Convergence of Kronecker Graphical Lasso Algorithms
Work
Year: 2013
Type: article
Abstract: This paper studies iteration convergence of Kronecker graphical lasso (KGLasso) algorithms for estimating the covariance of an i.i.d. Gaussian random sample under a sparse Kronecker-product covariance... more
Institution University of Michigan–Ann Arbor
Cites: 34
Cited by: 85
Related to: 10
FWCI: 7.891
Citation percentile (by year/subfield): 95
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green