Gemini: Graph estimation with matrix variate normal instances
نویسندگان
چکیده
منابع مشابه
Gemini: Graph Estimation with Matrix Variate Normal Instances
Undirected graphs can be used to describe matrix variate distributions. In this paper, we develop new methods for estimating the graphical structures and underlying parameters, namely, the row and column covariance and inverse covariance matrices from the matrix variate data. Under sparsity conditions, we show that one is able to recover the graphs and covariance matrices with a single random m...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2014
ISSN: 0090-5364
DOI: 10.1214/13-aos1187