307 citations · 693 across the 70 of their papers we have counts for
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stat.ML2011
The Graphical Lasso: New Insights and Alternatives
Rahul Mazumder, Trevor Hastie
The graphical lasso \citep{FHT2007a} is an algorithm for learning the structure in an undirected Gaussian graphical model, using regularization to control the number of ze…
stat.ML2011★ 5 cited
A Flexible, Scalable and Efficient Algorithmic Framework for Primal Graphical Lasso
Rahul Mazumder, Deepak K. Agarwal
We propose a scalable, efficient and statistically motivated computational framework for Graphical Lasso (Friedman et al., 2007b) - a covariance regularization framework that has r…
stat.ML2011★ 124 cited
Exact covariance thresholding into connected components for large-scale Graphical Lasso
Rahul Mazumder, Trevor Hastie
We consider the sparse inverse covariance regularization problem or graphical lasso with regularization parameter . Suppose the co- variance graph formed by thresholding the ent…