The sparsity-constrained graphical Lasso

DOI10.1007/978-3-031-64273-9_29MaRDI QIDQ7032294zbMATH OpenFDO

Authors Alessandro Fulci, Sandra Paterlini, Emanuele Taufer

Publication date 5 February 2025

Full work available at URL https://doi.org/10.1007/978-3-031-64273-9_29

zbMATH Keywords

\(\ell_0\)-constraint\(\ell_1\)-penaltyGaussian graphical modelsglasso

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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• Sure independence screening for ultrahigh dimensional feature space. With discussion and authors' reply
• Sure independence screening in generalized linear models with NP-dimensionality
• The Adaptive Lasso and Its Oracle Properties
• The Elements of Statistical Learning

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