Algorithm 1042: sparse precision matrix estimation with \texttt{SQUIC} (Q6604166)

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scientific article; zbMATH DE number 7912550
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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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