Graphical Variable Clustering Action Set

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Friedman, J. H., Hastie, T., and Tibshirani, R. (2008). “Sparse Inverse Covariance Estimation with the Graphical Lasso.” Biostatistics 9:432–441.

Mazumder, R., and Hastie, T. (2012). “Exact Covariance Thresholding into Connected Components for Large-Scale Graphical Lasso.” Journal of Machine Learning Research 13:781–794.