A note on the Lasso for Gaussian graphical model selection

DOI10.1016/J.SPL.2007.09.014zbMATH Open1144.62326OpenAlexW2012436088MaRDI QIDQ927362FDOQ927362

Authors: Nicolai Meinshausen 

Publication date: 5 June 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2007.09.014

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Mathematics Subject Classification ID

Linear inference, regression (62J99) Applications of graph theory (05C90) Estimation in multivariate analysis (62H12)

Cites Work

• Introduction to Graphical Modelling
• Least angle regression. (With discussion)
• Title not available (Why is that?)
• High-dimensional graphs and variable selection with the Lasso
• Title not available (Why is that?)
• Model selection and estimation in the Gaussian graphical model
• Title not available (Why is that?)
• On the Non-Negative Garrotte Estimator

Cited In (15)

• High-dimensional covariance estimation by minimizing \(\ell _{1}\)-penalized log-determinant divergence
• High-dimensional graphs and variable selection with the Lasso
• Detecting groups in large vector autoregressions
• The conditional censored graphical Lasso estimator
• Community Detection in Partial Correlation Network Models
• Consistent multiple changepoint estimation with fused Gaussian graphical models
• On the existence of the weighted bridge penalized Gaussian likelihood precision matrix estimator
• Missing values: sparse inverse covariance estimation and an extension to sparse regression
• Graphical lassos for meta‐elliptical distributions
• A unified framework for high-dimensional analysis of \(M\)-estimators with decomposable regularizers
• A review of Gaussian Markov models for conditional independence
• Estimation of high-dimensional graphical models using regularized score matching
• A note on the lack of symmetry in the graphical lasso
• Graphical Models and Message-Passing Algorithms: Some Introductory Lectures
• Estimating high-dimensional intervention effects from observational data

Uses Software

• MIM

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