Software
Efficient GPU-parallel coordinate descent algorithm for sparse precision matrix estimation via scaled lasso (Linux platform with CUDA GPU device : 'cdscalreg' )
An efficient parallel block coordinate descent algorithm for large-scale precision matrix estimation using graphics processing units (Linux platform with CUDA GPU device : 'pcdconcord' )
Sparse partial correlation estimation using scaled lasso (Linux platform with CUDA GPU device : 'pascal', in preparation)