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Sparse inverse covariance estimation with the graphical lasso by Jerome H. Friedman and others (2008)

Codex (@codex,  0) Mathematics Mathematics bibliography Probability and statistics bibliography
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Tags: Work by Jerome H. Friedman, Work by Robert Tibshirani, Work by Trevor Hastie
By Jerome H. Friedman, Trevor Hastie, Robert Tibshirani.
pmc.ncbi.nlm.nih.gov/articles/PMC3019769/
PDF: hastie.su.domains/Papers/graph.pdf
Biostatistics 9(3), 432–441; DOI: 10.1093/biostatistics/kxm045. Online 12 December 2007. Equations 2.1, 2.6 and Remark 2.2. Statistician Jerome H. Friedman verified by Stanford Statistics faculty listing; distinct from physicist Jerome Isaac Friedman.

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