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A Screening Rule for ℓ(1)-Regularized Ising Model Estimation

We discover a screening rule for ℓ(1)-regularized Ising model estimation. The simple closed-form screening rule is a necessary and sufficient condition for exactly recovering the blockwise structure of a solution under any given regularization parameters. With enough sparsity, the screening rule can...

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Detalles Bibliográficos
Publicado en:Adv Neural Inf Process Syst
Main Authors: Kuang, Zhaobin, Geng, Sinong, Page, David
Formato: Artigo
Idioma:Inglês
Publicado: 2017
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Acceso en liña:https://ncbi.nlm.nih.gov/pmc/articles/PMC6030690/
https://ncbi.nlm.nih.gov/pubmed/29983538
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