QUIC: quadratic approximation for sparse inverse covariance estimation

Cho-Jui Hsieh, Mátyás A. Sustik, Inderjit S. Dhillon, Pradeep D. Ravikumar. QUIC: quadratic approximation for sparse inverse covariance estimation. Journal of Machine Learning Research, 15(1):2911-2947, 2014. [doi]

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