Parameter estimation in high dimensional Gaussian distributions (Q892469): Difference between revisions

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+Computing the Action of the Matrix Exponential, with an Application to Exponential Integrators
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+A Matrix-free Approach for Solving the Parametric Gaussian Process Maximum Likelihood Problem
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+Iterative numerical methods for sampling from high dimensional Gaussian distributions
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+Some large-scale matrix computation problems
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+Spatial models generated by nested stochastic partial differential equations, with an application to global ozone mapping
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+Fixed Rank Kriging for Very Large Spatial Data Sets
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+Modifying a Sparse Cholesky Factorization
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+Approximate Likelihood for Large Irregularly Spaced Spatial Data
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+Foundations of time-frequency analysis
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+Computing $A^\alpha, \log(A)$, and Related Matrix Functions by Contour Integrals
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+Functions of Matrices
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+Parallel Preconditioning with Sparse Approximate Inverses
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+A Stochastic Estimator of the Trace of the Influence Matrix for Laplacian Smoothing Splines
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+A Fast and High Quality Multilevel Scheme for Partitioning Irregular Graphs
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+An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
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+Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
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+Fitting Gaussian Markov Random Fields to Gaussian Fields
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+A probing method for computing the diagonal of a matrix inverse
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