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Volumn 20, Issue 4, 2011, Pages 892-900

New insights and faster computations for the graphical lasso

Author keywords

1 penalty; Convex optimization; Gene expression; Inverse covariance estimation; Networks; Sparsity

Indexed keywords


EID: 83455181601     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/jcgs.2011.11051a     Document Type: Article
Times cited : (272)

References (14)
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    • Friedman, J., Hastie, T., and Tibshirani, R. (2007), "Sparse Inverse Covariance Estimation With the Graphical Lasso, " Biostatistics, 9, 432-441. [893,895,897]
    • (2007) Biostatistics , vol.9 , pp. 432-441
    • Friedman, J.1    Hastie, T.2    Tibshirani, R.3
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    • Lu, Z. (2009), "Smooth Optimization Approach for Sparse Covariance Selection, " SIAM Journal on Optimization, 19, 1807-1827. [893]
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    • Lu, Z.1
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    • High-Dimensional Graphs and Variable Selection With the Lasso
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    • Meinshausen, N., and Bühlmann, P. (2006), "High-Dimensional Graphs and Variable Selection With the Lasso, " The Annals of Statistics, 34, 1436-1462. [897,898]
    • (2006) The Annals of Statistics , vol.34 , pp. 1436-1462
    • Meinshausen, N.1    Bühlmann, P.2
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    • R Development Core Team, Vienna, Austria: R Foundation for Statistical Computing. Available at, [897]
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    • (2011) R: A Language and Environment for Statistical Computing
  • 10
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    • Sparse Permutation Invariant Covariance Estimation
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    • Rothman, A., Levina, E., and Zhu, J. (2008), "Sparse Permutation Invariant Covariance Estimation, " Electronic Journal of Statistics, 2, 494-515. [893]
    • (2008) Electronic Journal of Statistics , vol.2 , pp. 494-515
    • Rothman, A.1    Levina, E.2    Zhu, J.3
  • 11
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    • Sparse Inverse Covariance Selection via Alternating Linearization Methods
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    • (2010) Advances in Neural Information Processing Systems
    • Scheinberg, K.1    Ma, S.2    Goldfarb, D.3
  • 14
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    • Model Selection and Estimation in the Gaussian Graphical Model
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    • Yuan, M., and Lin, Y. (2007), "Model Selection and Estimation in the Gaussian Graphical Model, " Biometrika, 94, 19-35. [893,897]
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    • Yuan, M.1    Lin, Y.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.