Sparse Cholesky factorization by Kullback-Leibler minimization
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Publication:6339715
DOI10.1137/20M1336254arXiv2004.14455MaRDI QIDQ6339715
Florian Schäfer, Houman Owhadi, Matthias Katzfuss
Publication date: 29 April 2020
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Martingales with discrete parameter (60G42) Computational methods for sparse matrices (65F50) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Analysis of algorithms (68W40)
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