Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: The Sylvester Graphical Lasso (SyGlasso)   This paper introduces the Sylvester graphical lasso (SyGlasso) that captures
multiway dependencies present in tensor-valued data. The model is based on the
Sylvester equation that defines a generative model. The proposed model
complements the tensor graphical lasso (Greenewald et al., 2019) that imposes a
Kronecker sum model for the inverse covariance matrix by providing an
alternative Kronecker sum model that is generative and interpretable. A
nodewise regression approach is adopted for estimating the conditional
independence relationships among variables. The statistical convergence of the
method is established, and empirical studies are provided to demonstrate the
recovery of meaningful conditional dependency graphs. We apply the SyGlasso to
an electroencephalography (EEG) study to compare the brain connectivity of
alcoholic and nonalcoholic subjects. We demonstrate that our model can
simultaneously estimate both the brain connectivity and its temporal
dependencies.

21
The categories of this paper are: adap-org
32
The categories of this paper are: atom-ph
3
The categories of this paper are: physics
13
The categories of this paper are: quant-ph
2
The categories of this paper are: math
29
The categories of this paper are: funct-an
37
The categories of this paper are: supr-con
19
The categories of this paper are: eess
6
The categories of this paper are: astro-ph
12
The categories of this paper are: nucl-th
17
The categories of this paper are: q-fin
36
The categories of this paper are: cmp-lg
33
The categories of this paper are: plasm-ph
31
The categories of this paper are: ao-sci
27
The categories of this paper are: comp-gas
7
The categories of this paper are: hep-th