Publications
2011
- High dimensional covariance estimation by minimizing l1-penalized log-determinant divergence (pdf, software)
P. Ravikumar, M. Wainwright, B. Yu, G. Raskutti.
Electronic Journal of Statistics (EJS) 5, pp. 935-980, 2011.
2008
- Model Selection in Gaussian Graphical Models: High-Dimensional Consistency of l1-Regularized MLE (pdf, software)
P. Ravikumar, G. Raskutti, M. Wainwright, B. Yu.
In Neural Information Processing Systems (NIPS), December 2008.