Finite sample rates of convergence for the Bigraphical and Tensor graphical Lasso estimators
Bigraphical 与张量图 Lasso 估计量的有限样本收敛速率
Many modern datasets exhibit dependencies among observations as well as variables. A decade ago, Kalaitzis et. al. (2013) proposed the Bigraphical Lasso, an estimator for precision matrices of matrix-normals based on the Cartesian product of graphs; they observed that the associativity of the Kronecker sum yields an approach to the modeling of datasets organized into 3 or higher-order tensors. Subsequently, Greenewald, Zhou and Hero (2019) explored this possibility to a…