Large-Scale Precision Matrix Estimation With SQUIC

Published in SSRN, 2021

Recommended citation: A. Eftekhari, L. Gaedke-Merzhäuser, D. Pasadakis, M. Bollhöfer, S. Scheidegger, and O. Schenk, "Large-Scale Precision Matrix Estimation With SQUIC" (August 12, 2021). https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3904001