Tensor Graphical Lasso (TeraLasso)
Work
Year: 2019
Type: article
Abstract: Summary The paper introduces a multiway tensor generalization of the bigraphical lasso which uses a two-way sparse Kronecker sum multivariate normal model for the precision matrix to model parsimoniou... more
Institutions Cambridge Scientific (United States), University of California, Riverside, University of Michigan–Ann Arbor
Cites: 60
Cited by: 31
Related to: 10
FWCI: 2.883
Citation percentile (by year/subfield): 79.39
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green