Spectral-MTP2 combines MTP2 Gaussian graphical model estimation with spectral sparsification to yield sparser graphs that preserve total positivity and approximate the dense model in KL divergence and log-likelihood.
Bravo-Hermsdorff and L
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Learning Gaussian Graphical Models under Total Positivity via Spectral Graph Sparsification
Spectral-MTP2 combines MTP2 Gaussian graphical model estimation with spectral sparsification to yield sparser graphs that preserve total positivity and approximate the dense model in KL divergence and log-likelihood.