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Information Center for Mathematical Science

PAC

Information Center for Mathematical Science

PAC

Discussion of “Latent Variable Graphical Model Selection via Convex Optimization”
Author Emmanuel J. Candes (Stanford university)
Homepage Url http://www-stat.stanford.edu/~candes/publications.html
Coauthors Mahdi Soltanolkotabi
Abstract 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 following, we will first discuss this paper in more details and then reflect on the versatility of the low-rank + sparse decomposition.
Abstract Url http://www-stat.stanford.edu/~candes/papers/LatentVariables.pdf