Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection

DOI10.1162/NECO_a_00379zbMath1418.62234arXiv1206.1275OpenAlexW2098589050WikidataQ44914079 ScholiaQ44914079MaRDI QIDQ5378251

Hui Zou, Lingzhou Xue, Shi-Qian Ma

Publication date: 12 June 2019

Published in: Neural Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.1275

zbMATH Keywords

convex optimization probleminverse covariance matrixlatent variable Gaussian graphical model selection

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of graph theory (05C90) Convex programming (90C25) Protein sequences, DNA sequences (92D20)

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Uses Software

• glasso
• RecPF
• MIM

Cites Work

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