def make_sparse_low_rank(n_dim_obs=3, n_dim_lat=2, T=10, epsilon=0.001, **
    kwargs):
    """Generate dataset (new new version)."""
    from sklearn.datasets import make_sparse_spd_matrix, make_low_rank_matrix
    K = make_sparse_spd_matrix(n_dim_obs)
    L = make_low_rank_matrix(n_dim_obs, n_dim_obs, effective_rank=n_dim_lat)
    Ks = [K]
    Ls = [L]
    Kobs = [K - L]
    for i in range(1, T):
        K = K + make_sparse_spd_matrix(n_dim_obs)
        L = L + make_low_rank_matrix(n_dim_obs, n_dim_obs, effective_rank=
            n_dim_lat)
        Ks.append(K)
        Ls.append(L)
        Kobs.append(K - L)
    return Ks, Kobs, Ls
