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

Young-Geun ChoiSeunghwan LeeDonghyeon Yu
Published in: Comput. Stat. (2022)
Keyphrases
  • parallel implementation
  • times faster
  • dynamic programming
  • general purpose
  • graphics processing units
  • optimal solution
  • parallel computation
  • distributed systems
  • dynamical systems
  • parallel processing