Pages that link to "Item:Q1951334"
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The following pages link to Constructing continuous stationary covariances as limits of the second-order stochastic difference equations (Q1951334):
Displayed 7 items.
- Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity (Q92247) (← links)
- Whittle-Matérn priors for Bayesian statistical inversion with applications in electrical impedance tomography (Q479868) (← links)
- Hyperpriors for Matérn fields with applications in Bayesian inversion (Q667766) (← links)
- Cauchy difference priors for edge-preserving Bayesian inversion (Q2422503) (← links)
- Sparse Approximations of Fractional Matérn Fields (Q4637097) (← links)
- Sparse Cholesky Factorization by Kullback--Leibler Minimization (Q4997432) (← links)
- Semivariogram methods for modeling Whittle–Matérn priors in Bayesian inverse problems (Q5000601) (← links)