Sparse inverse covariance estimation with the graphical lasso
Abstract We consider the problem of estimating sparse graphs by a lasso penalty applied to the inverse covariance matrix. Using a coordinate descent procedure for the lasso, we ...
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Researcher Info
- h-index
- 1
- Publications
- 1
- Citations
- 6,237
- Institution
- Stanford University
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h-index
1
h-index: Number of publications with at least h citations each.