Pages that link to "Item:Q3391422"

The following pages link to Scalable Gaussian Process Computations Using Hierarchical Matrices (Q3391422):

Displaying 18 items.

• Gaussian Process Learning via Fisher Scoring of Vecchia's Approximation (Q125192) (← links)
• Efficient reduced-rank methods for Gaussian processes with eigenfunction expansions (Q2084334) (← links)
• Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering (Q2114043) (← links)
• A scalable gaussian process analysis algorithm for biomass monitoring (Q4969794) (← links)
• (Q5054610) (← links)
• Scalable Computation of Predictive Probabilities in Probit Models with Gaussian Process Priors (Q5057082) (← links)
• A scalable approximate Bayesian inference for high-dimensional Gaussian processes (Q5095985) (← links)
• hm-toolbox: MATLAB Software for HODLR and HSS Matrices (Q5107789) (← links)
• Kernel Methods for Bayesian Elliptic Inverse Problems on Manifolds (Q5139358) (← links)
• Fitting Matérn smoothness parameters using automatic differentiation (Q6116590) (← links)
• Hierarchical off-diagonal low-rank approximation of Hessians in inverse problems, with application to ice sheet model initialization (Q6166000) (← links)
• Scalable computations for nonstationary Gaussian processes (Q6173565) (← links)
• Scalable Physics-Based Maximum Likelihood Estimation Using Hierarchical Matrices (Q6177922) (← links)
• Scalable Gaussian Process Computations Using Hierarchical Matrices (Q6305241) (← links)
• Spatial best linear unbiased prediction: a computational mathematics approach for high dimensional massive datasets (Q6500169) (← links)
• Point spread function approximation of high-rank Hessians with locally supported nonnegative integral kernels (Q6543105) (← links)
• Flexible nonstationary spatiotemporal modeling of high-frequency monitoring data (Q6626394) (← links)
• Fast adaptive Fourier integration for spectral densities of Gaussian processes (Q6657828) (← links)