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

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)

• Estimating time-varying networks
• NetDA
• Ridge estimation of inverse covariance matrices from high-dimensional data
• CVglasso
• Sparse group Lasso and high dimensional multinomial classification
• Learning from a lot: empirical Bayes for high-dimensional model-based prediction
• 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
• 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
• 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
• Random matrix theory in statistics: a review
• 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
• Review of statistical network analysis: models, algorithms, and software
• LDABiplots
• The Generalized Ridge Estimator of the Inverse Covariance Matrix
• NHMSAR
• fsMTS
• Selection by partitioning the solution paths
• lglasso
• abundant
• Estimating sufficient reductions of the predictors in abundant high-dimensional regressions
• robustcov
• Graphical group ridge
• Adaptive estimation of the copula correlation matrix for semiparametric elliptical copulas
• robsel
• iDINGO
• scLink
• Estimation of high-dimensional graphical models using regularized score matching
• sdafilter
• Flexible and Interpretable Models for Survival Data
• jointMeanCov
• nutriNetwork
• Spike-and-Slab Group Lassos for Grouped Regression and Sparse Generalized Additive Models
• sparseBC
• 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
• MatrixLDA
• A Penalized Likelihood Method for Classification With Matrix-Valued Predictors
• sGMRFmix
• Modeling item-item similarities for personalized recommendations on Yahoo! front page
• Conditional score matching for high-dimensional partial graphical models
• Adjusting for high-dimensional covariates in sparse precision matrix estimation by \(\ell_1\)-penalization
• Prediction in abundant high-dimensional linear regression
• Discussion of ``Correlated variables in regression: clustering and sparse estimation
• Learning a factor model via regularized PCA
• A focused information criterion for graphical models in fMRI connectivity with high-dimensional data
• Covariance estimation: the GLM and regularization perspectives
• Covariate assisted screening and estimation
• Approximation accuracy, gradient methods, and error bound for structured convex optimization
• Influence measures and stability for graphical models
• Bayesian variable selection and estimation for group Lasso
• Scaling it up: stochastic search structure learning in graphical models
• A multilevel framework for sparse optimization with application to inverse covariance estimation and logistic regression
• An inexact interior point method for \(L_{1}\)-regularized sparse covariance selection
• Sparse seasonal and periodic vector autoregressive modeling
• A focused information criterion for graphical models
• Censored linear model in high dimensions. Penalised linear regression on high-dimensional data with left-censored response variable
• Efficient estimation of approximate factor models via penalized maximum likelihood
• The geometry of least squares in the 21st century
• Coordinate descent algorithm for covariance graphical Lasso
• The Bayesian covariance lasso
• Penalized model-based clustering with unconstrained covariance matrices
• Gaussian and robust Kronecker product covariance estimation: existence and uniqueness
• Nonparametric eigenvalue-regularized precision or covariance matrix estimator
• Model selection and estimation in the matrix normal graphical model
• Regularized estimation and testing for high-dimensional multi-block vector-autoregressive models
• A computationally fast alternative to cross-validation in penalized Gaussian graphical models
• Joint estimation of precision matrices in heterogeneous populations
• On estimation of the diagonal elements of a sparse precision matrix
• Identification of consistent functional genetic modules
• Sparse factor model for co-expression networks with an application using prior biological knowledge
• Network inference and biological dynamics
• Estimating high-dimensional covariance and precision matrices under general missing dependence
• Statistical inference of regulatory networks for circadian regulation
• Posterior convergence rates for estimating large precision matrices using graphical models
• Fast and adaptive sparse precision matrix estimation in high dimensions
• Group-wise sufficient dimension reduction with principal fitted components
• AIC for the Lasso in generalized linear models

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