MARS: A Second-Order Reduction Algorithm for High-Dimensional Sparse Precision Matrices Estimation

Qian Li, Binyan Jiang, Defeng Sun. MARS: A Second-Order Reduction Algorithm for High-Dimensional Sparse Precision Matrices Estimation. Journal of Machine Learning Research, 24, 2023. [doi]

@article{LiJS23,
  title = {MARS: A Second-Order Reduction Algorithm for High-Dimensional Sparse Precision Matrices Estimation},
  author = {Qian Li and Binyan Jiang and Defeng Sun},
  year = {2023},
  url = {http://jmlr.org/papers/v24/21-0699.html},
  researchr = {https://researchr.org/publication/LiJS23},
  cites = {0},
  citedby = {0},
  journal = {Journal of Machine Learning Research},
  volume = {24},
}