OR rule for nodewise graph selection ($\{j,k\}\in \hat{E}⟺{\hat{\theta }}_{jk}\ne 0\text{ or }{\hat{\theta }}_{kj}\ne 0$)

The union rule retains an edge whenever either of the two nodewise regression fits selects the other variable. It is more inclusive than the AND rule for nodewise graph selection and makes an undirected edge decision from potentially asymmetric estimated neighbourhoods.