S
SQUIC
This repository contains the official code for Sparse QUadratic Inverse Covariance matrix estimation (SQUIC), a second-order L1-regularized maximum likelihood method for performant large-scale sparse precision matrix estimation.
This repository contains the official code for Sparse QUadratic Inverse Covariance matrix estimation (SQUIC), a second-order L1-regularized maximum likelihood method for performant large-scale sparse precision matrix estimation.