Extremal graphical modeling with latent variables via convex optimization
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Cites work
- scientific article; zbMATH DE number 5957408 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 5242364 (Why is no real title available?)
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- Interpreting latent variables in factor models via convex optimization
- Latent variable graphical model selection via convex optimization
- Limit theory for multivariate sample extremes
- Maxima of normal random vectors: Between independence and complete dependence
- Multivariate generalized Pareto distributions
- Multivariate generalized Pareto distributions: parametrizations, representations, and properties
- One- versus multi-component regular variation and extremes of Markov trees
- Rank-Sparsity Incoherence for Matrix Decomposition
- Robust principal component analysis?
- Sharp Thresholds for High-Dimensional and Noisy Sparsity Recovery Using $\ell _{1}$-Constrained Quadratic Programming (Lasso)
- Sparse inverse covariance estimation with the graphical lasso
- Statistical mechanics of complex networks
- Structure Learning for Extremal Tree Models
- Subbotin graphical models for extreme value dependencies with applications to functional neuronal connectivity
- Total positivity in multivariate extremes
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