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]
@article{LeeKY23,
title = {An efficient GPU-parallel coordinate descent algorithm for sparse precision matrix estimation via scaled lasso},
author = {Seunghwan Lee and Sang-Cheol Kim and Donghyeon Yu},
year = {2023},
month = {March},
doi = {10.1007/s00180-022-01224-5},
url = {https://doi.org/10.1007/s00180-022-01224-5},
researchr = {https://researchr.org/publication/LeeKY23},
cites = {0},
citedby = {0},
journal = {Comput. Stat.},
volume = {38},
number = {1},
pages = {217-242},
}