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Sparse precision matrix estimation via lasso/SCAD penalized D-trace loss + locally linear approximation

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sparse-precision-matrix-estimation

Sparse precision matrix estimation via lasso/SCAD penalized D-trace loss.

See: http://users.stat.umn.edu/~zouxx019/Papers/precisionmatrix.pdf

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Sparse precision matrix estimation via lasso/SCAD penalized D-trace loss + locally linear approximation

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