GGLasso - a Python package for General Graphical Lasso computation

Jupyter Notebook Python Submitted 18 October 2021Published 10 December 2021
Review

Editor: @gkthiruvathukal (all papers)
Reviewers: @papachristoumarios (all reviews), @jameschapman19 (all reviews)

Authors

Fabian Schaipp (0000-0002-0673-9944), Oleg Vlasovets, Christian L. Müller (0000-0002-3821-7083)

Citation

Schaipp et al., (2021). GGLasso - a Python package for General Graphical Lasso computation. Journal of Open Source Software, 6(68), 3865, https://doi.org/10.21105/joss.03865

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graphical lasso latent graphical model structured sparsity convex optimization ADMM

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ISSN 2475-9066