Preconditioned Krylov Subspace Methods for Sampling Multivariate Gaussian Distributions (Q2874997): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Preconditioned Krylov Subspace Methods for Sampling Multivariate Gaussian Distributions |
scientific article |
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Preconditioned Krylov Subspace Methods for Sampling Multivariate Gaussian Distributions (English)
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13 August 2014
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preconditioning
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sampling
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Gaussian processes
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covariance matrix
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matrix square root
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sparse approximate inverse
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Krylov subspace methods
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Lanczos process
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