Monte Carlo estimates of the log determinant of large sparse matrices

DOI10.1016/S0024-3795(97)10009-XzbMath1063.65502OpenAlexW2102802796MaRDI QIDQ1300817

R. Kelley Pace, Ronald Paul Barry

Publication date: 1999

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0024-3795(97)10009-x

zbMATH Keywords

spatial statisticseigenvaluesmaximum likelihoodDirichlet distributionspatial autocorrelationnormalizing constant

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Determinants, permanents, traces, other special matrix functions (15A15)

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Uses Software

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• symrcm

Cites Work

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• Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models
• Matrix Analysis
• Sparse Matrices in MATLAB: Design and Implementation
• Kriging with large data sets using sparse matrix techniques

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