Sparse precision matrix estimation via lasso/SCAD penalized D-trace loss.
See: http://users.stat.umn.edu/~zouxx019/Papers/precisionmatrix.pdf
| Name | Name | Last commit date | ||
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Sparse precision matrix estimation via lasso/SCAD penalized D-trace loss.
See: http://users.stat.umn.edu/~zouxx019/Papers/precisionmatrix.pdf