The proposed EAGL estimator adds a log-determinant penalty that duplicates the likelihood's own log-det term, making it equivalent to a scaled Graphical Lasso.
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Entropy Adjusted Graphical Lasso for Sparse Precision Matrix Estimation
The proposed EAGL estimator adds a log-determinant penalty that duplicates the likelihood's own log-det term, making it equivalent to a scaled Graphical Lasso.