Implementations of Sparse Inverse Covariance Selection (SICS)

SICS_ALM:

Katya Scheinberg, Shiqian Ma and Donald Goldfarb. Sparse Inverse Covariance Selection via Alternating Linearization Methods. in Proceedings of NIPS. 2010.

Imported from: http://www1.se.cuhk.edu.hk/~sqma/ALM-SICS.html

QUIC:

Hsieh, C.-J., et al. BIG & QUIC: Sparse inverse covariance estimation for a million variables. in Proceedings of NIPS. 2013.

Imported from: https://www.cs.utexas.edu/~sustik/QUIC/