Sparse plus low-rank identification for dynamical latent-variable graphical AR models (Q6537356)
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scientific article; zbMATH DE number 7847083
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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