News

JACOB BIEN, ROBERT J. TIBSHIRANI, Sparse estimation of a covariance matrix, Biometrika, Vol. 98, No. 4 (DECEMBER 2011), pp. 807-820 ...
Precision matrix is of significant importance in a wide range of applications in multivariate analysis. This paper considers adaptive minimax estimation of sparse precision matrices in the high ...
Sparse matrix computations are pivotal to advancing high-performance scientific applications, particularly as modern numerical simulations and data analyses demand efficient management of large ...