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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(1) regularization to control the number of zeros in the precision matrix Θ = Σ(−1) [2, 11]. The R package GLASSO [5] is popular, fast, and allows one to efficiently build a path of m...
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| Veröffentlicht in: | Electron J Stat |
|---|---|
| Hauptverfasser: | , |
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
2012
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| Schlagworte: | |
| Online Zugang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4281944/ https://ncbi.nlm.nih.gov/pubmed/25558297 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1214/12-EJS740 |
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