Latent variable graphical model selection via convex optimization

DOI10.1214/11-aos949zbMath1257.62061arXiv1008.1290MaRDI QIDQ132216

Venkat Chandrasekaran, Alan S. Willsky, Pablo A. Parrilo, Venkat Chandrasekaran, Pablo A. Parrilo, Alan S. Willsky

Publication date: 1 August 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1008.1290

zbMATH Keywords

regularization latent variables sparsity Gaussian graphical models algebraic statistics low-rank covariance selection high-dimensional asymptotics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Applications of graph theory (05C90) Convex programming (90C25)

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