EiGLasso for Scalable Sparse Kronecker-Sum Inverse Covariance Estimation.
Jun Ho YoonSeyoung KimPublished in: J. Mach. Learn. Res. (2022)
Keyphrases
- sparse data
- estimation accuracy
- dense motion estimation
- estimation algorithm
- correlation matrix
- covariance matrix
- kronecker product
- compressed sensing
- data sets
- parameter estimation
- lightweight
- model selection
- robust estimation
- high dimensional
- multiscale
- web scale
- face recognition
- clustering algorithm
- square error
- feature selection
- neural network