Model Selection in Gaussian Graphical Models: High-Dimensional Consistency of \boldmath$\ell_1$-regularized MLE

Raskutti, Garvesh, Yu, Bin, Wainwright, Martin J., Ravikumar, Pradeep K.

Dec-31-2009–Neural Information Processing Systems 

We consider the problem of estimating the graph structure associated with a Gaussian Markov random field (GMRF) from i.i.d.