A Scalable Sparse Cholesky Based Approach for Learning High-Dimensional Covariance Matrices in Ordered Data

Khare et al. "A Scalable Sparse Cholesky Based Approach for Learning High-Dimensional Covariance Matrices in Ordered Data." Machine Learning, 2019. doi:10.1007/S10994-019-05810-5

[Khare et al. "A Scalable Sparse Cholesky Based Approach for Learning High-Dimensional Covariance Matrices in Ordered Data." Machine Learning, 2019.](https://mlanthology.org/mlj/2019/khare2019mlj-scalable/) doi:10.1007/S10994-019-05810-5

@article{khare2019mlj-scalable,
  title     = {{A Scalable Sparse Cholesky Based Approach for Learning High-Dimensional Covariance Matrices in Ordered Data}},
  author    = {Khare, Kshitij and Oh, Sang-Yun and Rahman, Syed and Rajaratnam, Bala},
  journal   = {Machine Learning},
  year      = {2019},
  pages     = {2061-2086},
  doi       = {10.1007/S10994-019-05810-5},
  volume    = {108},
  url       = {https://mlanthology.org/mlj/2019/khare2019mlj-scalable/}
}