Discussion of “Latent Variable Graphical Model Selection via Convex Optimization”

Rejoinder: Latent Variable Graphical Model Selection via Convex Optimization by Venkat Chandrasekaran,

Discussion: Latent Variable Graphical Model Selection via Convex Optimization by Steffen Lauritzen

We want to congratulate the authors for a thought-provoking and very interesting paper. Sparse modeling of the concentration matrix has enjoyed popularity in recent years. It has been framed as a computationally convenient convex 1constrained estimation problem in Yuan and Lin (2007) and can be applied readily to higher-dimensional problems. The authors argue—we think correctly—that the sparsit...

Discussion: Latent variable graphical model selection via convex optimization

We want to congratulate the authors for a thought-provoking and very interesting paper. Sparse modeling of the concentration matrix has enjoyed popularity in recent years. It has been framed as a computationally convenient convex l1-constrained estimation problem in Yuan and Lin (2007) and can be applied readily to higher-dimensional problems. The authors argue— we think correctly—that the spar...

Discussion : Latent Variable Graphical Model Selection via Convex Optimization

1. Introduction. We would like to congratulate the authors for their refreshing contribution to this high-dimensional latent variables graphical model selection problem. The problem of covariance and concentration matrices is fundamentally important in several classical statistical methodolo-gies and many applications. Recently, sparse concentration matrices estimation had received considerable...

Discussion: Latent variable graphical model selection via convex optimization

We wish to congratulate the authors for their innovative contribution, which is bound to inspire much further research. We find latent variable model selection to be a fantastic application of matrix decomposition methods , namely, the superposition of low-rank and sparse elements. Clearly, the methodology introduced in this paper is of potential interest across many disciplines. In the followi...