DEGfM is a dynamic elliptical graph factor model that performs Riemannian optimization on the Grassmann manifold with geodesic temporal regularization to infer time-varying precision matrices.
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Dynamic Elliptical Graph Factor Models via Riemannian Optimization with Geodesic Temporal Regularization
DEGfM is a dynamic elliptical graph factor model that performs Riemannian optimization on the Grassmann manifold with geodesic temporal regularization to infer time-varying precision matrices.