Exact Covariance Thresholding into Connected Components for Large-Scale Graphical Lasso
Trevor Hastie and Rahul Mazumder

Exact Covariance Thresholding into Connected Components for Large-Scale Graphical Lasso.pdf911.77kB
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Bibtex: 
@article{13:27,author={Rahul Mazumder and  Trevor Hastie}, Title={Exact Covariance Thresholding into Connected Components for Large-Scale Graphical Lasso},journal={Journal of Machine Learning Research},volume={13}, url={http://www.jmlr.org/papers/volume13/mazumder12a/mazumder12a.pdf}}
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