Graphical model selection for a particular class of continuous-time processes

DOI10.14736/kyb-2019-5-0782zbMath1474.93047OpenAlexW3003862532MaRDI QIDQ5219000

Mattia Zorzi

Publication date: 6 March 2020

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10338.dmlcz/147951

zbMATH Keywords

entropyoptimizationregularizationgraphical modelssparse inverse covariance selection

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) System identification (93B30)

Related Items (2)

Autoregressive identification of Kronecker graphical models ⋮ Nonparametric identification of Kronecker networks

Uses Software

• CVX
• glasso

Cites Work

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