Discussion: Latent variable graphical model selection via convex optimization

DOI10.1214/12-AOS985zbMath1288.62090arXiv1211.0813MaRDI QIDQ5970647

Zhao Ren, Harrison H. Zhou

Publication date: 7 March 2013

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

Full work available at URL: https://arxiv.org/abs/1211.0813

Mathematics Subject Classification ID

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

Related Items (3)

Learning Gaussian graphical models with latent confounders ⋮ Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation ⋮ Asymptotic normality and optimalities in estimation of large Gaussian graphical models

Uses Software

• SDPT3
• YALMIP
• PMA

Cites Work

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