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20152022
most citedFixed support positive-definite modification of covariance matrix estimators via linear shrinkage

17 citations · 21 across the 7 of their papers we have counts for

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stat.CO2021

An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units

Young-Geun Choi, Seunghwan Lee, Donghyeon Yu

Large-scale sparse precision matrix estimation has attracted wide interest from the statistics community. The convex partial correlation selection method (CONCORD) developed by Kha…