Model Selection in Gaussian Graphical Models: High-Dimensional Consistency of l::1::-regularized MLE

Pradeep Ravikumar, Garvesh Raskutti, Martin Wainwright, Bin Yu. Model Selection in Gaussian Graphical Models: High-Dimensional Consistency of l::1::-regularized MLE. In Daphne Koller, Dale Schuurmans, Yoshua Bengio, Léon Bottou, editors, Advances in Neural Information Processing Systems 21, Proceedings of the Twenty-Second Annual Conference on Neural Information Processing Systems, Vancouver, British Columbia, Canada, December 8-11, 2008. pages 1329-1336, MIT Press, 2008. [doi]

Abstract

Abstract is missing.