Graphical Lasso and thresholding: equivalence and closed-form solutions
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Publication:4633017
zbMATH Open1483.68296arXiv1708.09479MaRDI QIDQ4633017FDOQ4633017
Authors: Salar Fattahi, Somayeh Sojoudi 
Publication date: 2 May 2019
Full work available at URL: https://arxiv.org/abs/1708.09479
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Learning and adaptive systems in artificial intelligence (68T05) Estimation in multivariate analysis (62H12) Probabilistic graphical models (62H22) Ridge regression; shrinkage estimators (Lasso) (62J07)
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Cited In (7)
- Graphical Lasso Granger method with 2-levels-thresholding for recovering causality networks
- Certifiably optimal sparse inverse covariance estimation
- Equivalence of graphical Lasso and thresholding for sparse graphs
- Graphical lassos for meta‐elliptical distributions
- The graphical lasso: new insights and alternatives
- Exact covariance thresholding into connected components for large-scale graphical lasso
- A unified framework for structured graph learning via spectral constraints
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