Discussion: Latent variable graphical model selection via convex optimization

DOI10.1214/12-AOS981zbMath1288.62091arXiv1211.0808OpenAlexW1570607894MaRDI QIDQ5970645

Martin J. Wainwright

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/1211.0808

Mathematics Subject Classification ID

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

Uses Software

• SDPT3
• YALMIP
• PMA

Cites Work

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• Rejoinder: Latent variable graphical model selection via convex optimization
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• For most large underdetermined systems of linear equations the minimal 𝓁₁‐norm solution is also the sparsest solution
• Compressed sensing

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