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Università della Svizzera italiana

Block-enhanced precision matrix estimation for large-scale datasets

Eftekhari, Aryan ; Pasadakis, Dimosthenis ; Bollhöfer, Matthias ; Scheidegger, Simon ; Schenk, Olaf

In: Journal of computational science, 2021, vol. 53, p. 13

The ℓ1-regularized Gaussian maximum likelihood method is a common approach for sparse precision matrix estimation, but one that poses a computational challenge for high-dimensional datasets. We present a novel ℓ1- regularized maximum likelihood method for performant large-scale sparse precision matrix estimation utilizing the block structures in the underlying computations. We identify the...

Consortium of Swiss Academic Libraries

The Altshuler-Shklovskii Formulas for Random Band Matrices I: the Unimodular Case

Erdős, László ; Knowles, Antti

In: Communications in Mathematical Physics, 2015, vol. 333, no. 3, p. 1365-1416

Consortium of Swiss Academic Libraries

Erratum to: Sharp upper bound for the first eigenvalue

Binoy, Raveendran ; Santhanam, G.

In: Geometriae Dedicata, 2015, vol. 174, no. 1, p. 409-411

Consortium of Swiss Academic Libraries

Fast matrix computations for functional additive models

Barthelmé, Simon

In: Statistics and Computing, 2015, vol. 25, no. 1, p. 47-63

Consortium of Swiss Academic Libraries

Integrable Systems of Neumann Type

Dobrogowska, Alina ; Ratiu, Tudor

In: Journal of Dynamics and Differential Equations, 2015, vol. 27, no. 3-4, p. 533-553

Consortium of Swiss Academic Libraries

Banded, stable, skew-symmetric differentiation matrices of high order

Hairer, Ernst ; Iserles, Arieh

In: IMA Journal of Numerical Analysis, 2017, vol. 37, no. 3, p. 1087-1103

Consortium of Swiss Academic Libraries

Upper Bound on the Decay of Correlations in a General Class of O ( N )-Symmetric Models

Gagnebin, Maxime ; Velenik, Yvan

In: Communications in Mathematical Physics, 2014, vol. 332, no. 3, p. 1235-1255