Describe the simulation settings and report the numerical results under different choices of n, p and other structural parameters, e.g. sparsity structure.

– [ ] Description of the data (summary statistics and plots will be helpful) and the questions that you are interested in answering.
– [ ] Review of some of the approaches you tried. The explanation of your approaches should be sufficiently detailed so that a student who has taken the course will be able to reproduce your classifier.
– [ ] Summary of the final approach you used and the reason why you chose that approach.
– [ ] Summary of the results and conclusion. For the second part, I suggest the report includes:
– [ ] A general introduction of the graphical Lasso approach and the node-wise Lasso approach. The mathematical derivations are not required.
– [ ] Discuss the selection of optimal tuning parameters for each method.
– [ ] Describe the simulation settings and report the numerical results under different choices of n, p and other structural parameters, e.g. sparsity structure.

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