A singular woodbury and pseudo-determinant matrix identities and application to Gaussian process regression

DOI10.1016/j.amc.2023.128032arXiv2207.08038OpenAlexW4366975142MaRDI QIDQ6105986

Siavash Ameli, Shawn C. Shadden

Publication date: 27 June 2023

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.08038

zbMATH Keywords

likelihood functionouter inverseBott-Duffin inverseprecision matrixEP matrixmatrix determinant lemma

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Software, source code, etc. for problems pertaining to linear algebra (15-04) Applications of generalized inverses (15A10)

Related Items (1)

Interpolating log-determinant and trace of the powers of matrix \(\mathbf{A}+ t\mathbf{B}\)

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