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Prior literature often estimated band structure via Cholesky decomposition, which imposes a directed acyclic graph (DAG) structure and depends on the ordering of variables. This paper proposes a method that estimates the precision matrix directly via a penalized likelihood approach (using an $\ell_1$ penalty on off-diagonal elements within a band), which is invariant to variable ordering and more robust for undirected graphical models. juq275 top
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