Graphical Lasso and thresholding: equivalence and closed-form solutions
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Cites work
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- A Selective Overview of Variable Selection in High Dimensional Feature Space (Invited Review Article)
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- Equivalence of graphical Lasso and thresholding for sparse graphs
- Exact covariance thresholding into connected components for large-scale graphical lasso
- Gap safe screening rules for sparsity enforcing penalties
- High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
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- Network flows. Theory, algorithms, and applications.
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- QUIC: quadratic approximation for sparse inverse covariance estimation
- Safe Feature Elimination in Sparse Supervised Learning
- Solving Large-Scale Sparse Semidefinite Programs for Combinatorial Optimization
- Sparse inverse covariance estimation with the graphical lasso
- Sparsity and incoherence in compressive sampling
- Sparsity preserving projections with applications to face recognition
- Statistics for high-dimensional data. Methods, theory and applications.
- Strong Rules for Discarding Predictors in Lasso-Type Problems
- The Joint Graphical Lasso for Inverse Covariance Estimation Across Multiple Classes
Cited in
(8)- The graphical lasso: new insights and alternatives
- Certifiably optimal sparse inverse covariance estimation
- Graphical Lasso Granger method with 2-levels-thresholding for recovering causality networks
- Equivalence of graphical Lasso and thresholding for sparse graphs
- A unified framework for structured graph learning via spectral constraints
- Graphical lassos for meta‐elliptical distributions
- Exact covariance thresholding into connected components for large-scale graphical lasso
- An _0-constrained and _1-regularized estimator for graphical models
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