A note on the Lasso for Gaussian graphical model selection

DOI10.1016/j.spl.2007.09.014zbMath1144.62326OpenAlexW2012436088MaRDI QIDQ927362

Nicolai Meinshausen

Publication date: 5 June 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.09.014

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear inference, regression (62J99) Applications of graph theory (05C90)

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Uses Software

• MIM

Cites Work

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• Least angle regression. (With discussion)
• High-dimensional graphs and variable selection with the Lasso
• Model selection and estimation in the Gaussian graphical model
• Introduction to Graphical Modelling
• On the Non-Negative Garrotte Estimator