High-dimensional graphs and variable selection with the Lasso

The pattern of zero entries in the inverse covariance matrix of a multivariate normal distribution corresponds to conditional independence restrictions between variables. Covariance selection aims at estimating those structural zeros from data. We show that neighborhood selection with the Lasso is a...

Szczegółowa specyfikacja

Opis bibliograficzny
Główni autorzy: Meinshausen, N, Bühlmann, P
Format: Journal article
Język:English
Wydane: 2006