Sparse Cholesky Factorization by Kullback-Leibler Minimization.
Florian SchäferMatthias KatzfussHouman OwhadiPublished in: SIAM J. Sci. Comput. (2021)
Keyphrases
- kullback leibler
- distance measure
- kl divergence
- kullback leibler divergence
- cross entropy
- matrix factorization
- pairwise
- objective function
- information theoretic
- low rank
- probability density function
- error function
- singular value decomposition
- graphical models
- mahalanobis distance
- mutual information
- least squares
- support vector