The graphical lasso: new insights and alternatives
From MaRDI portal
Publication:1950894
DOI10.1214/12-EJS740zbMath1295.62066arXiv1111.5479OpenAlexW2105760337WikidataQ41957694 ScholiaQ41957694MaRDI QIDQ1950894
Publication date: 28 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.5479
semidefinite programmingpositive definite matricessparsityprecision matrixgraphical lassoconvex analysis/optimizationsparse inverse covariance selection
Multivariate analysis (62H99) Software, source code, etc. for problems pertaining to statistics (62-04) Semidefinite programming (90C22) Learning and adaptive systems in artificial intelligence (68T05) Graphical methods in statistics (62A09)
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Uses Software
Cites Work
- Sparse inverse covariance estimation with the graphical lasso
- A Fast Iterative Shrinkage-Thresholding Algorithm for Linear Inverse Problems
- Sparse permutation invariant covariance estimation
- High-dimensional graphs and variable selection with the Lasso
- Model selection and estimation in the Gaussian graphical model
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