Distributed Sparse Precision Matrix Estimation via Alternating Block-Based Gradient Descent
Precision matrices can efficiently exhibit the correlation between variables and they have received much attention in recent years. When one encounters large datasets stored in different locations and when data sharing is not allowed, the implementation of high-dimensional precision matrix estimatio...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-02-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/12/5/646 |