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.