| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153603 | Statistics & Probability Letters | 2008 | 5 Pages |
Abstract
Inspired by the success of the Lasso for regression analysis, it seems attractive to estimate the graph of a multivariate normal distribution by ℓ1ℓ1-norm penalized likelihood maximization. We examine some properties of the estimator and show that care has to be taken with interpretation of results as the estimator is not consistent for some graphs.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Nicolai Meinshausen,