Background on graphical models

Graphical models, Lauritzen, 1996.

Graphical models in a nutshell, Koller et al 2007.

Graphical models: node sparsity & node perturbation

Learning graphical models with hubs, Tan et al, 2014

Node-based learning of multiple Gaussian graphical models, Mohan et al 2014

Overlapping group lasso

Penalty where the support is disjoint from most groups: Structured Variable Selection with Sparsity-Inducing Norms, Jenatton et al 2011.

Penalty where the support can be written as a union of groups: Group Lasso with overlap and graph Lasso. Jacob, Obozinski, and Vert, 2009.