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Jun Ho Yoon

2 accepted papers

2020

EiGLasso: Scalable Estimation of Cartesian Product of Sparse Inverse Covariance Matrices

UAI 2020poster

In this paper, we address the problem of jointly estimating dependencies across samples and dependencies across multiple features, where each set of dependencies is modeled as an inverse covariance matrix. In particular, we study a matrix-variate Gaussian distribution with the Kronecker-sum of sampl…

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