A MATRIX-FREE METHOD FOR SPATIAL-TEMPORAL GAUSSIAN STATE-SPACE MODELS (Q5243755)
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scientific article; zbMATH DE number 7132564
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A MATRIX-FREE METHOD FOR SPATIAL-TEMPORAL GAUSSIAN STATE-SPACE MODELS |
scientific article; zbMATH DE number 7132564 |
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A MATRIX-FREE METHOD FOR SPATIAL-TEMPORAL GAUSSIAN STATE-SPACE MODELS (English)
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19 November 2019
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conditional autoregression
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discrete cosine transform
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Gaussian Markov random field
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\(h\)-likelihood
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incomplete Cholesky
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Kalman filter
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Lanczos algorithm
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residual likelihood
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stochastic partial differential equation
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trust region
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0.8813704
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0.86523354
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0.8628061
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0.86090535
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0.8604991
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