Graphical model selection with latent variables
Wu C, Zhao H, Fang H, Deng M. Graphical model selection with latent variables. Electronic Journal Of Statistics 2017, 11: 3485-3521. DOI: 10.1214/17-ejs1331.Peer-Reviewed Original ResearchGraphical model selectionModel selection consistencyEfficient ADMM algorithmSparse precision matrixGraphical modelsGaussian graphical modelsGenetical genomics dataSelection consistencyPenalized estimationStatistical inferencePrecision matrixLatent variablesParameter estimationTheoretical propertiesIdentifiability conditionsADMM algorithmModel selectionSimulation studyConditional dependenceEstimationTrace lossSuperior performanceEstimatorGraphVariables
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