Exact covariance thresholding into connected components for large-scale graphical lasso

Journal of Machine Learning Research

Volumn 13, Issue , 2012, Pages 781-794

  Mazumder, Rahul ^a   Hastie, Trevor ^a,b  

^a STANFORD UNIVERSITY   (United States)

^b Research and Policy   (United States)

Author keywords

Concentration graph; Gaussian graphical models; Graph connected components; Graphical lasso; Large scale covariance estimation; Sparse inverse covariance selection; Sparsity

Indexed keywords

CONNECTED COMPONENT; COVARIANCE ESTIMATION; GAUSSIANS; GRAPHICAL LASSO; INVERSE COVARIANCE; SPARSITY;

COVARIANCE MATRIX;

INVERSE PROBLEMS;

EID: 84859447804     PISSN: 15324435     EISSN: 15337928     Source Type: Journal    
DOI: None     Document Type: Article

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