@article{highdimensionalmultivariateregressionand,
  title = {High Dimensional Multivariate Regression and Precision Matrix Estimation via Nonconvex Optimization},
  author = {Jinghui Chen and Quanquan Gu},
  year = {2016},
  eprint = {1606.00832},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1606.00832v1},
}