128 citations · 483 across the 31 of their papers we have counts for
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Kronecker Sum Decompositions of Space-Time Data
Kristjan Greenewald, Theodoros Tsiligkaridis, Alfred O Hero
In this paper we consider the use of the space vs. time Kronecker product decomposition in the estimation of covariance matrices for spatio-temporal data. This decomposition impose…
Covariance Estimation in High Dimensions via Kronecker Product Expansions
Theodoros Tsiligkaridis, Alfred O. Hero
This paper presents a new method for estimating high dimensional covariance matrices. The method, permuted rank-penalized least-squares (PRLS), is based on a Kronecker product seri…
Convergence Properties of Kronecker Graphical Lasso Algorithms
Theodoros Tsiligkaridis, Alfred O. Hero, Shuheng Zhou
This paper studies iteration convergence of Kronecker graphical lasso (KGLasso) algorithms for estimating the covariance of an i.i.d. Gaussian random sample under a sparse Kronecke…