An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units

Young-Geun Choi, Seunghwan Lee, Donghyeon Yu. An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units. Comput. Stat., 37(1):419-443, 2022. [doi]

@article{ChoiLY22-0,
  title = {An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units},
  author = {Young-Geun Choi and Seunghwan Lee and Donghyeon Yu},
  year = {2022},
  doi = {10.1007/s00180-021-01127-x},
  url = {https://doi.org/10.1007/s00180-021-01127-x},
  researchr = {https://researchr.org/publication/ChoiLY22-0},
  cites = {0},
  citedby = {0},
  journal = {Comput. Stat.},
  volume = {37},
  number = {1},
  pages = {419-443},
}