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

= Sparse inverse covariance estimation with the graphical lasso by Jerome H. Friedman and others
{c}
{tag=Work by Jerome H. Friedman}
{tag=Work by Trevor Hastie}
{tag=Work by Robert Tibshirani}
{title2=2008}

By <Jerome H. Friedman>, <Trevor Hastie>, <Robert Tibshirani>.

https://pmc.ncbi.nlm.nih.gov/articles/PMC3019769/

PDF: https://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.