EiGLasso for Scalable Sparse Kronecker-Sum Inverse Covariance Estimation.

Jun Ho Yoon Seyoung Kim

Published in: CoRR (2021)

Keyphrases

sparse data
generalized linear models
memory efficient
learning algorithm
multiscale
objective function

lightweight
weighted sum
maximum likelihood estimation
random projections
robust estimation
signal reconstruction

compressed sensing
web scale
highly scalable
compressive sensing
estimation accuracy
accurate estimation

data sets
sparse coding
lower bound
social networks
neural network