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. Author manuscript; available in PMC: 2010 Jan 14.
Published in final edited form as: J R Stat Soc Series B Stat Methodol. 2009 Feb 20;71(3):615–636. doi: 10.1111/j.1467-9868.2009.00699.x

Table 2.

Minimization of the scout criteria: special cases. The scout criteria can be easily minimized if λ1 = 0 or p1 ∈ {1, 2}, and if λ2 = 0 or p2 ∈ {1, 2}.

λ2 = 0 p2 = 1 p2 = 2
λ1 = 0 Least Squares L1 Regression L2 Regression
p1 = 1 Graphical Lasso Graphical Lasso + L1 Reg. Graphical Lasso + L2 Reg.
p1 = 2 Eigenvalue Problem Elastic Net Eigenvalue Problem + L2 Reg.