Algorithm XXX: Sparse Precision Matrix Estimation With SQUIC
A Eftekhari, L Gaedke-Merzhäuser… - ACM Transactions on …, 2024 - dl.acm.org
We present SQUIC, a fast and scalable package for sparse precision matrix estimation. The
algorithm employs a second-order method to solve the-regularized maximum likelihood …
algorithm employs a second-order method to solve the-regularized maximum likelihood …