He, Shiyuan; Yin, Jianxin; Li, Hongzhe; Wang, Xing - In: Journal of Multivariate Analysis 128 (2014) C, pp. 165-185
Multi-way tensor data are prevalent in many scientific areas such as genomics and biomedical imaging. We consider a K-way tensor-normal distribution, where the precision matrix for each way has a graphical interpretation. We develop an l1 penalized maximum likelihood estimation and an efficient...