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Problems with Graphical Lasso

I'm trying to use the Graphical Lasso algorithm (more specifically the R package glasso) to find an estimated graph representing the connections between a set of nodes by estimating a precision matrix....
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gLASSO - regularization makes upper and lower triangles of estimated matrix equal

The overall goal is to get an estimate of the precision matrix (inverse of a covariance matrix given some nxp data), which can be translated into a graph showing the partial correlation relationships ...
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How to propagate intrinsic covariances and observational inverse-variances using PCA

I have made a noisy observation, the vector $F$, which is subject to an (estimated) uncertainty according to the inverse-variance array $B$, as well as some intrinsic (i.e., effectively fixed) ...
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Can near zeros in precision matrix be treated as zeros?

A zero entry in the precision matrix (the inverse of the covariance matrix) means the corresponding variables are independent given all the other variables. For real-world data samples, when is an ...