Thresholded Adaptive Validation: Tuning the Graphical Lasso for Graph Recovery

Mike Laszkiewicz, Johannes Lederer, Asja Fischer. Thresholded Adaptive Validation: Tuning the Graphical Lasso for Graph Recovery. In Arindam Banerjee 0001, Kenji Fukumizu, editors, The 24th International Conference on Artificial Intelligence and Statistics, AISTATS 2021, April 13-15, 2021, Virtual Event. Volume 130 of Proceedings of Machine Learning Research, pages 1864-1872, PMLR, 2021. [doi]

Abstract

Abstract is missing.