An efficient GPU-parallel coordinate descent algorithm for sparse precision matrix estimation via scaled Lasso (Q6104410)

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scientific article; zbMATH DE number 7696207
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An efficient GPU-parallel coordinate descent algorithm for sparse precision matrix estimation via scaled Lasso
scientific article; zbMATH DE number 7696207

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    An efficient GPU-parallel coordinate descent algorithm for sparse precision matrix estimation via scaled Lasso (English)
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    15 June 2023
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    Gaussian graphical model
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    graphics processing unit
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    parallel computation
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    tuning-free
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