A note on the Lasso for Gaussian graphical model selection

Statistics and Probability Letters

Volumn 78, Issue 7, 2008, Pages 880-884

  Meinshausen, Nicolai ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 42649092921     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2007.09.014     Document Type: Article

References (9)

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4. Lauritzen S. Graphical Models (1996), Oxford University Press
5. Meinshausen N., and Bühlmann P. High dimensional graphs and variable selection with the lasso. Annals of Statistics 34 (2006) 1436-1462
6. Tibshirani R. Regression shrinkage and selection via the lasso. Journal of the Royal Statistical Society Series B 58 (1996) 267-288
7. Yuan M., and Lin Y. Model selection and estimation in the gaussian graphical model. Biometrika 94 (2007) 19-35
8. Yuan M., and Lin Y. On the nonnegative garrote estimator. Journal of the Royal Statistical Society Series B 69 (2007) 143-161
9. Zhao P., and Yu B. On model selection consistency of lasso. Journal of Machine Learning Research 7 (2006) 2541-2563