On Convergence of Kronecker Graphical Lasso Algorithms

DOI10.1109/TSP.2013.2240157zbMath1394.62095arXiv1204.0585OpenAlexW2068943743MaRDI QIDQ4578498

Alfred O. III Hero, Shuheng Zhou, Theodoros Tsiligkaridis

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1204.0585

Mathematics Subject Classification ID

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

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