The poster that I presented about the new work with my friend and colleague Eran Treister, obtained the 2nd place in the CS Faculty Research Day. The event was held last Monday at CS faculty building. Among visitors there were undergrad students, professors, and industry people.
The work presents a state-of-the-art method to compute the sparse inverse of the covariance matrix in huge dimensions (hundred thoudsands elements). The method allows for computation of a 100K by 100K matrix in about 10 hours in a quad core computer with 8Gb memory.