The mass-spec prostate cancer data set is mentioned in the Levina et al. (2008) Annals of Applied Statistics paper entitled "Sparse estimation of large covariance matrices via a nested Lasso penalty"
Because this data set is a mass-spec data set and not a microarray data set, I am closing this issue. However, we may want to revisit this data set in the future.
The mass-spec prostate cancer data set is mentioned in the Levina et al. (2008) Annals of Applied Statistics paper entitled "Sparse estimation of large covariance matrices via a nested Lasso penalty"