An efficient GPU-parallel coordinate descent algorithm for sparse precision matrix estimation via scaled lasso

Seunghwan Lee, Sang-Cheol Kim, Donghyeon Yu. An efficient GPU-parallel coordinate descent algorithm for sparse precision matrix estimation via scaled lasso. Comput. Stat., 38(1):217-242, March 2023. [doi]

Authors

Seunghwan Lee

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Sang-Cheol Kim

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Donghyeon Yu

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