Large Sparse Covariance Matrix Estimation via Dual Proximal Gradient Method

Fengpei Li, Ziping Zhao 0002. Large Sparse Covariance Matrix Estimation via Dual Proximal Gradient Method. In Asia Pacific Signal and Information Processing Association Annual Summit and Conference, APSIPA ASC 2025, Singapore, October 22-24, 2025. pages 1247-1252, IEEE, 2025. [doi]

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