This paper discusses learning undirected graphs from data collected at nodes within the graph signal processing framework.
The graph's topology is connected to the support of the conditional correlation matrix of the data.
The graph learning problem typically grows quadratically with the number of variables, posing challenges in high dimensions.
To address this, a graph learning framework utilizing a low-rank factorization of the conditional correlation matrix is proposed.
Tools necessary for applying Riemannian optimization techniques for this structure are derived to solve the optimization problems.
The proposal focuses on a low-rank constrained version of the GLasso algorithm for estimating a Gaussian graphical model using penalized maximum likelihood.
Experiments conducted on synthetic and real data show that this approach can achieve an efficient balance between dimensionality and performance.