A note on the lack of symmetry in the graphical lasso

DOI10.1016/j.csda.2012.07.013zbMath1365.62284arXiv1111.2667OpenAlexW1965523121MaRDI QIDQ2359500

Benjamin T. Rolfs, Bala Rajaratnam

Publication date: 29 June 2017

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.2667

zbMATH Keywords

graphical Lasso\(\ell_1\) regularizationgraphical Gaussian modelsconcentration model selectiongLasso

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Graphical methods in statistics (62A09)

Related Items (1)

On finite exchangeability and conditional independence

Uses Software

• CRAN
• glasso

Cites Work

• Sparse inverse covariance estimation with the graphical lasso
• Gaussian Markov distributions over finite graphs
• Unnamed Item

This page was built for publication: A note on the lack of symmetry in the graphical lasso