1 code implementation • 7 Oct 2019 • Javier Zapata, Sang-Yun Oh, Alexander Petersen
Next, the partial separability structure is shown to be particularly useful in order to provide a well-defined functional Gaussian graphical model that can be identified with a sequence of finite-dimensional graphical models, each of identical fixed dimension.
1 code implementation • 22 May 2019 • Pedro Cisneros-Velarde, Sang-Yun Oh, Alexander Petersen
As a consequence of this formulation, the radius of the Wasserstein ambiguity set is directly related to the regularization parameter in the estimation problem.