ADMMsigma

CRANADMMsigmaMaRDI QIDQ149285

Penalized Precision Matrix Estimation via ADMM

Matt Galloway

Last update: 2 August 2018

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 2.1

Cites work

• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers

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