Graphical lasso
id:
graphical-lasso-235-5309842
title:
Graphical lasso
text:
In statistics, the graphical lasso is a sparse penalized maximum likelihood estimator for the concentration or precision 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.
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Graphical_lasso
date created:
date modified:
2024-01-18T18:40:25Z
main entity:
{"identifier":"Q25303891","url":"https://www.wikidata.org/entity/Q25303891"}
image:
fields total:
13
integrity:
13