Fast Spatial Gaussian Process Maximum Likelihood Estimation via Skeletonization Factorizations
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Publication:4601605
DOI10.1137/17M1116477zbMath1378.65092arXiv1603.08057OpenAlexW3106074767WikidataQ114074324 ScholiaQ114074324MaRDI QIDQ4601605
Kenneth L. Ho, Lexing Ying, Victor Minden, Anil Damle
Publication date: 17 January 2018
Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.08057
Related Items (15)
FMM-LU: A Fast Direct Solver for Multiscale Boundary Integral Equations in Three Dimensions ⋮ Linear-Cost Covariance Functions for Gaussian Random Fields ⋮ Fitting Matérn smoothness parameters using automatic differentiation ⋮ Scalable computations for nonstationary Gaussian processes ⋮ Scalable Physics-Based Maximum Likelihood Estimation Using Hierarchical Matrices ⋮ A general framework for Vecchia approximations of Gaussian processes ⋮ Fast sampling of parameterised Gaussian random fields ⋮ A Recursive Skeletonization Factorization Based on Strong Admissibility ⋮ Fast Coulomb Matrix Construction via Compressing the Interactions Between Continuous Charge Distributions ⋮ Interpolative Decomposition via Proxy Points for Kernel Matrices ⋮ Scalable Gaussian Process Computations Using Hierarchical Matrices ⋮ Tucker tensor analysis of Matérn functions in spatial statistics ⋮ Kryging: geostatistical analysis of large-scale datasets using Krylov subspace methods ⋮ Efficient reduced-rank methods for Gaussian processes with eigenfunction expansions ⋮ Parallel Skeletonization for Integral Equations in Evolving Multiply-Connected Domains
Uses Software
Cites Work
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