Fast and Separable Estimation in High-Dimensional Tensor Gaussian Graphical Models

DOI10.1080/10618600.2021.1938086OpenAlexW3166296073MaRDI QIDQ5083378

Xin Zhang, Qing Mai, Keqian Min

Publication date: 22 June 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2021.1938086

zbMATH Keywords

tensorgraphical modelssparse precision matrixKronecker covariance

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

A general framework for tensor screening through smoothing ⋮ Bayesian Regression Analysis of Skewed Tensor Responses ⋮ Parsimonious mixtures for the analysis of tensor-variate data ⋮ Kronecker-structured covariance models for multiway data ⋮ Simultaneous Cluster Structure Learning and Estimation of Heterogeneous Graphs for Matrix-Variate fMRI Data

Uses Software

• glasso
• MultiwayRegression

Cites Work

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