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A Matlab package for Efficient Graph Laplacian Estimation by the Proximal Newton method.

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BGUCompSci/GraphLaplacianEstimationProxNewton

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Efficient Graph Laplacian Estimation by the Proximal Newton Method

A Matlab package for Efficient Graph Laplacian Estimation by the Proximal Newton method. Uses standard Matlab code only.

The repository is the implementation of the following paper:

Yakov Medvedovsky, Eran Treister, and Tirza Routtenberg, Efficient Graph Laplacian Estimation by Proximal Newton, Artificial Intelligence and Statistics (AISTATS) 2024. https://arxiv.org/abs/2302.06434.

Please cite the paper if you use our code.

In Demo.m you can find a driver for running all the methods presented in the paper.

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A Matlab package for Efficient Graph Laplacian Estimation by the Proximal Newton method.

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