Latent variable graphical model selection via convex optimization

Annals of Statistics

Volumn 40, Issue 4, 2012, Pages 1935-1967

  Chandrasekaran, Venkat ^a   Parrilo, Pablo A ^b   Willsky, Alan S ^b  

^a California Institute of Technology   (United States)

^b USA   (United States)

Author keywords

Algebraic statistics; Covariance selection; Gaussian graphical models; High dimensional asymptotics; Latent variables; Low rank; Regularization; Sparsity

Indexed keywords

EID: 84871998365     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/11-AOS949     Document Type: Article

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