The graphical lasso: New insights and alternatives
The graphical lasso [5] is an algorithm for learning the structure in an undirected Gaussian graphical model, using ℓ[subscript 1] regularization to control the number of zeros in the precision matrix Θ = Σ[superscript −1] [2, 11]. The R package GLASSO [5] is popular, fast, and allows one to efficie...
| Main Authors: | , |
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| Format: | Article |
| Language: | en_US |
| Published: |
Institute of Mathematical Statistics
2013
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| Online Access: | http://hdl.handle.net/1721.1/80364 https://orcid.org/0000-0003-1384-9743 |