The Hong Kong University of Science and Technology; The Hong Kong University of Science and Technology, HKUST Shenzhen-Hong Kong Collaborative Innovation Research Institute
Xiwen WANG, Jiaxi Ying, Daniel Palomar
MTP2 Gaussian Graphical Model;High-dimensional precision matrix estimation;Bridge-block decomposition.
Learning Large-Scale MTP$_2$ Gaussian Graphical Models via Bridge-Block Decomposition