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Covariance estimation via sparse Kronecker structures

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Figure

Figure 1. Heat maps of the three matrices used for simulation when p = 20. The figure for Case 3 israndom realization of the matrix generating process
Figure 3. The accuracy whenFigure (p,q,n) = (320,320,20). Short notations can be found in the caption of 2.
Figure 4. The accuracy when (p,q,n) = (640,20,20). Short notations can be found in the caption ofFigure 2.
Table 1. Model selection result in percentages. TPR, true positive rate; TNR, true negative rate; Kron,Kronecker estimator; A-Kron, adaptive Kronecker estimator; H-Kron, Kronecker estimator via hard-thresholding
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