Adaptive testing for the graphical lasso

[author] Baricz, ArpadA. (2008). Mills’ ratio: Monotonicity patterns and functional inequalities. Journal of Mathematical Analysis and Applications 340 1362 - 1370. 10.1016/j.jmaa.2007.09.063 \endbibitem

2007

Earlier work this paper cites.

[author] Friedman, JeromeJ., Hastie, TrevorT. and Tibshirani, RobR. (2008). glasso: Graphical lasso-estimation of Gaussian graphical models. R package version 1. \endbibitem

2008

Earlier work this paper cites.

[author] Ravikumar, PradeepP., Raskutti, GarveshG., Wainwright, MartinM. and Yu, BinB. (2008). Model selection in Gaussian graphical models: High-dimensional consistency of l1-regularized MLE. Advances in Neural Information Processing Systems (NIPS) 21. \endbibitem

2008

Cited alongside, same era.

[author] Cai, TonyT. and Jiang, TiefengT. (2011). Phase transition in limiting distributions of coherence of high-dimensional random matrices. Journal of Multivariate Analysis. \endbibitem

2011

Cited alongside, same era.

[author] Mazumder, RahulR. and Hastie, TrevorT. (2012a). Exact Covariance Thresholding into Connected Components for Large-Scale Graphical Lasso. J. Mach. Learn. Res. 13 781–794. \endbibitem

Cited in the paper.

[author] Mazumder, RahulR. and Hastie, TrevorT. (2012b). The graphical lasso: New insights and alternatives. Electronic Journal of Statistics 6 2125–2149. \endbibitem

Cited in the paper.

[author] Witten, Daniela MD. M., Friedman, Jerome HJ. H. and Simon, NoahN. (2011). New insights and faster computations for the graphical lasso. Journal of Computational and Graphical Statistics 20 892–900. \endbibitem

2011

Later among the works it cites.

[author] Lockhart, RichardR., Taylor, JonathanJ., Tibshirani, RyanR. and Tibshirani, RobertR. (2013). A significance test for the lasso. arXiv preprint arXiv:1301.7161. \endbibitem

Original

2013

Closest in time.