Rejoinder: Latent variable graphical model selection via convex optimization

Abstract

We thank all the discussants for their careful reading of our paper, and for their insightful critiques. We would also like to thank the editors for organizing this discussion. Our paper contributes to the area of high-dimensional statistics which has received much attention over the past several years across the statistics, machine learning and signal processing communities. In this rejoinder we clarify and comment on some of the points raised in the discussions. Finally, we also remark on some interesting challenges that lie ahead in latent variable modeling.