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most citedA Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction

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stat.CO2021★ 1 cited

GGLasso -- a Python package for General Graphical Lasso computation

Fabian Schaipp, Christian L. Müller, Oleg Vlasovets

We introduce GGLasso, a Python package for solving General Graphical Lasso problems. The Graphical Lasso scheme, introduced by (Friedman 2007) (see also (Yuan 2007; Banerjee 2008))…