On the inconsistency of ℓ 1-penalised sparse precision matrix estimation

Otte Heinävaara, Janne Leppä-aho, Jukka Corander, Antti Honkela. On the inconsistency of ℓ 1-penalised sparse precision matrix estimation. BMC Bioinformatics, 17(S-16):99-107, 2016. [doi]

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