Use of the Gibbs sampler to invert large, possibly sparse, positive definite matrices

DOI10.1016/S0024-3795(98)10183-0zbMath1058.65050WikidataQ127662330 ScholiaQ127662330MaRDI QIDQ1300831

David A. Harville

Publication date: 11 November 1999

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Theory of matrix inversion and generalized inverses (15A09)

Related Items

Making REML computationally feasible for large data sets: use of the Gibbs sampler, Stochastic boundary methods of fundamental solutions for solving PDEs, Strategies for Fitting Large, Geostatistical Data in MCMC Simulation

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