A note on the Lasso for Gaussian graphical model selection
By Nicolai Meinshausen. 2008
66 citations recorded by the source corpus.
Subfields: Artificial Intelligence, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/9e0a1c6b093c6fa1fbf03c617b0a1ac84db0f521
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Artificial Intelligence
- Mathias Drton
- Marloes H. Maathuis
- Martin J. Wainwright
- Bin Yu
- Sahand N. Negahban
- Pradeep Ravikumar
- Peter Buhlmann
- Nicolai Meinshausen
In Statistics and Probability
- Martin J. Wainwright
- Pradeep Ravikumar
- Sahand N. Negahban
- Mathias Drton
- Marloes H. Maathuis
- Bin Yu
- Peter Buhlmann
- Sara A. van de Geer
Citations in the corpus
- Structure Learning in Graphical Modeling (2016, background): “Indeed, there are Gaussian examples in which neighborhood selection is consistent whenever the glasso is consistent, but in which the converse is false (Meinshausen, 2008; Ravikumar et al., 2011).”
- A unified framework for high-dimensional analysis of $M$-estimators with decomposable regularizers (2009, methodology): “For generalized linear models (GLMs), estimators based on 1-regularized maximum likelihood have also been studied, including results on risk consistency [71], consistency in the 2 or 1-norm [2, 30, 44] and model selection consistency [9, 59].”