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Graphical Lasso and Thresholding: Equivalence and Closed-form Solutions

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Figure

Figure 1: The optimality gap between the closed-form and optimal solutions for the GL
Figure 2: a) Number of edges in the sparsity graph of the closed-form approximate solution whose corre-sponding entries are guaranteed to be equal to those in the sparsity graph of the optimal solution due toTheorem 19
Figure 3: a) Number of edges in the sparsity graph of the optimal solution, compared to the number ofmismatches
Table 1: The runtime of different methods.
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