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

DOI10.1007/s00180-022-01224-5arXiv2203.15031MaRDI QIDQ6104410

Donghyeon Yu, Sang-cheol Kim, Seung-Hwan Lee

Publication date: 15 June 2023

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.15031

zbMATH Keywords

parallel computationGaussian graphical modelgraphics processing unittuning-free

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites Work

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