On the estimation of a large sparse Bayesian system: the Snaer program

DOI10.1016/j.csda.2008.02.019zbMath1452.62048OpenAlexW2096900990MaRDI QIDQ1023766

Jan R. Magnus, Dmitry Danilov

Publication date: 16 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://www.cirje.e.u-tokyo.ac.jp/research/dp/2007/2007cf478.pdf

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Iterative numerical methods for linear systems (65F10)

Related Items (1)

Snaer

Uses Software

• HSL
• LSQR
• Matlab
• NAG
• nag
• CRAIG

Cites Work

• Influential observations, high leverage points, and outliers in linear regression
• A stopping criterion for the conjugate gradient algorithm in a finite element method framework
• On error estimation in the conjugate gradient method and why it works in finite precision computations
• Error estimation in preconditioned conjugate gradients
• Krylov solvers for linear algebraic systems.
• LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• Computational solution of large-scale macroeconometric models
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