glasso

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Graphical Lasso: Estimation of Gaussian Graphical Models

Jerome Friedman

Last update: 1 October 2019

Copyright license: GNU General Public License, version 2.0

Software version identifier: 1.11

Official website: http://cran.r-project.org/web/packages/glasso/index.html

Source code repository: https://github.com/cran/glasso

Described by source

• The graphical lasso: new insights and alternatives

Cited In (only showing first 100 items - show all)

• Change-point detection in high-dimensional covariance structure
• Estimating time-varying networks
• Model-based clustering of high-dimensional data: a review
• High-dimensional semiparametric Gaussian copula graphical models
• Inferring sparse Gaussian graphical models with latent structure
• Likelihood-free inference in high dimensions with synthetic likelihood
• Ridge estimation of inverse covariance matrices from high-dimensional data
• IPF-LASSO: integrative \(L_1\)-penalized regression with penalty factors for prediction based on multi-omics data
• Node-structured integrative Gaussian graphical model guided by pathway information
• High dimensional sparse covariance estimation via directed acyclic graphs
• Sparse permutation invariant covariance estimation
• Bayesian inference of clustering and multiple Gaussian graphical models selection
• Sparse group Lasso and high dimensional multinomial classification
• Learning from a lot: empirical Bayes for high-dimensional model-based prediction
• Sparse directed acyclic graphs incorporating the covariates
• Robust sparse Gaussian graphical modeling
• A Lasso-penalized BIC for mixture model selection
• Bootstrap inference for network construction with an application to a breast cancer microarray study
• High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
• Review on statistical methods for gene network reconstruction using expression data
• Network exploration via the adaptive LASSO and SCAD penalties
• Stable graphical model estimation with random forests for discrete, continuous, and mixed variables
• Concave penalized estimation of sparse Gaussian Bayesian networks
• Tuning-free heterogeneous inference in massive networks
• Time varying undirected graphs
• Graphical-model based high dimensional generalized linear models
• Robust inference with knockoffs
• An efficient surrogate model for emulation and physics extraction of large eddy simulations
• Sparse sliced inverse regression via Lasso
• High-dimensional joint estimation of multiple directed Gaussian graphical models
• A two-step method for estimating high-dimensional Gaussian graphical models
• Gemini: graph estimation with matrix variate normal instances
• Structure estimation for discrete graphical models: generalized covariance matrices and their inverses
• High-dimensional generalized linear models incorporating graphical structure among predictors
• Linear estimating equations for exponential families with application to Gaussian linear concentration models
• Model-based clustering for populations of networks
• Variable selection in model-based clustering and discriminant analysis with a regularization approach
• Covariance and precision matrix estimation for high-dimensional time series
• Penalized estimation in high-dimensional hidden Markov models with state-specific graphical models
• On model selection consistency of regularized M-estimators
• Gradient-based Regularization Parameter Selection for Problems With Nonsmooth Penalty Functions
• An Expectation Conditional Maximization Approach for Gaussian Graphical Models
• Simultaneous Variable and Covariance Selection With the Multivariate Spike-and-Slab LASSO
• The minimum regularized covariance determinant estimator
• Model selection for factorial Gaussian graphical models with an application to dynamic regulatory networks
• Bayesian Synthetic Likelihood
• A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
• Accelerating Bayesian Synthetic Likelihood With the Graphical Lasso
• Robust Bayesian synthetic likelihood via a semi-parametric approach
• The huge Package for High-dimensional Undirected Graph Estimation in R
• Inferring multiple graphical structures
• Confidence intervals for high-dimensional inverse covariance estimation
• Non-asymptotic error controlled sparse high dimensional precision matrix estimation
• Stability Selection
• Asymptotic normality and optimalities in estimation of large Gaussian graphical models
• Gaussian graphical model estimation with false discovery rate control
• Honest confidence regions and optimality in high-dimensional precision matrix estimation
• Maximum Likelihood Estimation Over Directed Acyclic Gaussian Graphs
• On asymptotically optimal confidence regions and tests for high-dimensional models
• Correlated variables in regression: clustering and sparse estimation
• Bayesian model selection approach for coloured graphical Gaussian models
• Bayesian structure learning in sparse Gaussian graphical models
• Graphical models via joint quantile regression with component selection
• A sparse conditional Gaussian graphical model for analysis of genetical genomics data
• Missing values: sparse inverse covariance estimation and an extension to sparse regression
• A general algorithm for covariance modeling of discrete data
• Simultaneous multiple response regression and inverse covariance matrix estimation via penalized Gaussian maximum likelihood
• Sparse inverse covariance estimation with the graphical lasso
• Review of statistical network analysis: models, algorithms, and software
• Fast alternating linearization methods for minimizing the sum of two convex functions
• The sparse Laplacian shrinkage estimator for high-dimensional regression
• The Generalized Ridge Estimator of the Inverse Covariance Matrix
• Comments on: ``Robust estimation of multivariate location and scatter in the presence of cellwise and casewise contamination
• Lattices of graphical Gaussian models with symmetries
• Regularized rank-based estimation of high-dimensional nonparanormal graphical models
• Selection by partitioning the solution paths
• Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
• Sparse nonparametric graphical models
• Graphical group ridge
• Robust graphical modeling of gene networks using classical and alternative \(t\)-distributions
• Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas
• Estimation of high-dimensional graphical models using regularized score matching
• Flexible and Interpretable Models for Survival Data
• Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models
• Estimation of multiple networks in Gaussian mixture models
• On the mean squared error of the ridge estimator of the covariance and precision matrix
• Higher criticism for large-scale inference, especially for rare and weak effects
• Estimation of (near) low-rank matrices with noise and high-dimensional scaling
• Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
• Covariance regularization by thresholding
• Least angle and \(\ell _{1}\) penalized regression: a review
• A Penalized Likelihood Method for Classification With Matrix-Valued Predictors
• A constrained \(\ell1\) minimization approach for estimating multiple sparse Gaussian or nonparanormal graphical models
• Sparsistency and rates of convergence in large covariance matrix estimation
• Inferring large graphs using \(\ell_1\)-penalized likelihood
• Variable selection in multivariate linear models with high-dimensional covariance matrix estimation
• Modeling item-item similarities for personalized recommendations on Yahoo! front page
• Graph-guided banding of the covariance matrix
• ROCKET: robust confidence intervals via Kendall's tau for transelliptical graphical models
• Conditional score matching for high-dimensional partial graphical models

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