Efficient Covariance Approximations for Large Sparse Precision Matrices

DOI10.1080/10618600.2018.1473782OpenAlexW2962991243WikidataQ57266323 ScholiaQ57266323MaRDI QIDQ3391172

David Bolin, Finn Lindgren, Mattias Villani, Per Sidén

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10618600.2018.1473782

zbMATH Keywords

stochastic approximationspatial analysisselected inversionGaussian Markov random fieldssparse precision matrix

Mathematics Subject Classification ID

Statistics (62-XX)

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Uses Software

• GMRFLib
• Krylstat
• SelInv
• Pselinv

Cites Work

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