The results are then extended to the general matrix l w operator norms for 1 ≤ w ≤ ∞. In addition, we give a unified result on the minimax rate of convergence for sparse covariance matrix estimation ...

This article proposes a constrained ℓ₁ minimization method for estimating a sparse inverse covariance matrix based on a sample of n iid p-variate random variables. The resulting estimator is shown to ...

A novel AI-acceleration paper presents a method to optimize sparse matrix multiplication for machine learning models, particularly focusing on structured sparsity. Structured sparsity involves a ...

Sparse matrix computations are pivotal to advancing high-performance scientific applications, particularly as modern numerical simulations and data analyses demand efficient management of large ...