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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]
Possibly Related PublicationsThe following publications are possibly variants of this publication: An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing unitsYoung-Geun Choi, Seunghwan Lee, Donghyeon Yu. cstat, 37(1):419-443, 2022. [doi] Sparse Partial Correlation Estimation With Scaled Lasso and Its GPU-Parallel AlgorithmYounsang Cho, Seunghwan Lee, Jaeoh Kim, Donghyeon Yu. access, 11:65093-65104, 2023. [doi]
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