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"An efficient ADMM algorithm for high dimensional precision matrix ..."

Cheng Wang, Binyan Jiang (2020)

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DOI: 10.1016/J.CSDA.2019.106812

access: closed

type: Journal Article

metadata version: 2023-02-14

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Cheng Wang, Binyan Jiang:
An efficient ADMM algorithm for high dimensional precision matrix estimation via penalized quadratic loss. Comput. Stat. Data Anal. 142 (2020)

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