EiGLasso for Scalable Sparse Kronecker-Sum Inverse Covariance Estimation.
Jun Ho YoonSeyoung KimPublished 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