Algorithm 1042: sparse precision matrix estimation with \texttt{SQUIC} (Q6604166)
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scientific article; zbMATH DE number 7912550
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| English | Algorithm 1042: sparse precision matrix estimation with \texttt{SQUIC} |
scientific article; zbMATH DE number 7912550 |
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Algorithm 1042: sparse precision matrix estimation with \texttt{SQUIC} (English)
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12 September 2024
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sparse precision matrix estimation
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covariance matrix
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matrix factorization
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matrix inversion
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