Construct · 1 fields · 1 citations

graphical lasso: a standalone construct

One name. One construct. A landmark on the map.

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Statistics

an L1-penalized estimator of the inverse covariance matrix whose zeros define a sparse conditional-independence network among variables.

In statistics, graphical lasso refers to an L1-penalized estimator of the inverse covariance matrix whose zeros define a sparse conditional-independence network among variables. This meaning comes from Friedman (2007) in Biostatistics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

covariance3 fields · 3 citationsjingle · one word, three constructs estimator2 fields · 2 citationsjingle · one word, two constructs lasso1 fields · 1 citationsanchor · one construct, one field

References

Friedman, J., Hastie, T., & Tibshirani, R. (2007). Sparse inverse covariance estimation with the graphical lasso. Biostatistics, 9(3), 432-441. https://doi.org/10.1093/biostatistics/kxm045

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