{"doi":"10.1093/biostatistics/kxm045","title":"Sparse inverse covariance estimation with the graphical lasso","abstract":"We consider the problem of estimating sparse graphs by a lasso penalty applied to the inverse covariance matrix. Using a coordinate descent procedure for the lasso, we develop a simple algorithm--the graphical lasso--that is remarkably fast: It solves a 1000-node problem ( approximately 500,000 parameters) in at most a minute and is 30-4000 times faster than competing methods. It also provides a conceptual link between the exact problem and the approximation suggested by Meinshausen and Bühlmann (2006). We illustrate the method on some cell-signaling data from proteomics.","journal":"Biostatistics","year":2007,"id":1656,"datarank":18.292875674921447,"base_score":8.778017809698136,"endowment":8.778017809698136,"self_citation_contribution":1.3167026714547205,"citation_network_contribution":16.976173003466727,"self_endowment_contribution":1.3167026714547205,"citer_contribution":16.976173003466727,"corpus_percentile":89.0,"corpus_rank":2259,"citation_count":6489,"citer_count":197,"citers_with_citation_signal":197,"citers_with_endowment":197,"datacite_reuse_total":0,"is_dataset":false,"is_oa":true,"file_count":0,"downloads":0,"has_version_chain":false,"published_date":"2007-12-12","authors":[{"id":18841,"name":"Trevor Hastie","orcid":"0000-0002-0164-3142","position":1,"is_corresponding":false},{"id":4649,"name":"Robert Tibshirani","orcid":"0000-0003-0553-5090","position":2,"is_corresponding":false},{"id":18842,"name":"Jerome H. Friedman","orcid":"0000-0001-5968-8901","position":3,"is_corresponding":false},{"id":18840,"name":"Jerome Friedman","orcid":null,"position":0,"is_corresponding":true}],"reference_count":9,"raw_metadata":{"citation_network_status":"fetched"},"created_at":"2026-03-01T18:20:47.508186Z","pmid":null,"pmcid":null,"fwci":null,"citation_percentile":null,"influential_citations":0,"oa_status":null,"license":null,"views":0,"total_file_size_bytes":0,"version_count":0,"clinical_trials":[],"software_tools":[],"db_accessions":[],"linked_datasets":[],"topics":[]}