Equivalence of graphical Lasso and thresholding for sparse graphs

MaRDI QIDQ3188052zbMATH OpenFDO

Authors Somayeh Sojoudi

Publication date 16 August 2016

Full work available at URL http://jmlr.csail.mit.edu/papers/v17/16-013.html

zbMATH Keywords

brain connectivity networkselectrical circuitsgraphical Lassographical modelssparse graphs

Mathematics Subject Classification ID

Graphical methods in statistics (62A09) Ridge regression; shrinkage estimators (Lasso) (62J07) Neural networks for/in biological studies, artificial life and related topics (92B20) Analytic circuit theory (94C05)

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Cited in

(4)

• Graphical Lasso and thresholding: equivalence and closed-form solutions
• Interpretation of the precision matrix and its application in estimating sparse brain connectivity during sleep spindles from human electrocorticography recordings
• Exact covariance thresholding into connected components for large-scale graphical lasso
• Transport Monte Carlo: High-Accuracy Posterior Approximation via Random Transport

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