About: Graphical lasso

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In statistics, the graphical lasso is a sparse penalized maximum likelihood estimator for the concentration or precision matrix (inverse of covariance matrix) of a multivariate elliptical distribution. The original variant was formulated to solve Dempster's covariance selection problem for the multivariate Gaussian distribution when observations were limited. Subsequently, the optimization algorithms to solve this problem were improved and extended to other types of estimators and distributions.

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  • In statistics, the graphical lasso is a sparse penalized maximum likelihood estimator for the concentration or precision matrix (inverse of covariance matrix) of a multivariate elliptical distribution. The original variant was formulated to solve Dempster's covariance selection problem for the multivariate Gaussian distribution when observations were limited. Subsequently, the optimization algorithms to solve this problem were improved and extended to other types of estimators and distributions. (en)
  • 統計学において、グラフィカルラッソは多変量正規分布に従う観測から（共分散行列の逆行列）を推定するアルゴリズム。 (ja)
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  • In statistics, the graphical lasso is a sparse penalized maximum likelihood estimator for the concentration or precision matrix (inverse of covariance matrix) of a multivariate elliptical distribution. The original variant was formulated to solve Dempster's covariance selection problem for the multivariate Gaussian distribution when observations were limited. Subsequently, the optimization algorithms to solve this problem were improved and extended to other types of estimators and distributions. (en)
  • 統計学において、グラフィカルラッソは多変量正規分布に従う観測から（共分散行列の逆行列）を推定するアルゴリズム。 (ja)
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  • Graphical lasso (en)
  • グラフィカルラッソ (ja)
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