Banerjee, Sayantan; Ghosal, Subhashis - In: Journal of Multivariate Analysis 136 (2015) C, pp. 147-162
We consider the problem of estimating a sparse precision matrix of a multivariate Gaussian distribution, where the dimension p may be large. Gaussian graphical models provide an important tool in describing conditional independence through presence or absence of edges in the underlying graph. A...