= Paired group Lasso for Gaussian graph estimation
{title2=$\sum_{j<k}\sqrt{\Theta_{jk}^2+\Theta_{kj}^2}$}
Joint squared-error <nodewise regression> with this penalty groups the two coefficients of each unordered edge. Its norm is nonsmooth only when the whole pair is zero, encouraging edge-wise sparsity. A fitted edge is present when its pair norm is positive. The penalty does not require equal directional coefficients, two nonzero entries in every selected group, or a symmetric positive definite <precision matrix>.
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