Nodewise regression
= Nodewise regression
Fit the conditional law of each variable given all others and use its predictor support to estimate its neighbours. In a <Gaussian graphical model>, this is linear regression with coefficients given by <conditional regression coefficients from a Gaussian precision matrix>. The <Nodewise Lasso> supplies sparse fits; the <OR rule for nodewise graph selection> and <AND rule for nodewise graph selection> combine possibly disagreeing directional supports into an undirected graph.