Multitask learning for GGM
Application of Graphic LASSO in Portfolio Optimization_Yixuan Chen & Mengxi Jiang
By: S.M. Sajjadi Islamic Azad University, Parsian Branch, Parsian,Iran.
Bilinear Least Squares and Parallel Factor Analysis
Chapter 10: The Left Null Space of S - or - Now we’ve got S. Let’s do some Math and see what happens. - or - Now we’ve got S. Let’s do some Math and see.