Pages that link to "Item:Q892469"

The following pages link to Parameter estimation in high dimensional Gaussian distributions (Q892469):

Displaying 22 items.

• Iterative numerical methods for sampling from high dimensional Gaussian distributions (Q892432) (← links)
• Fitting large-scale structured additive regression models using Krylov subspace methods (Q1658522) (← links)
• A general scheme for log-determinant computation of matrices via stochastic polynomial approximation (Q1732398) (← links)
• On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods (Q1790298) (← links)
• Randomized block Krylov subspace methods for trace and log-determinant estimators (Q2045172) (← links)
• Locally induced Gaussian processes for large-scale simulation experiments (Q2058747) (← links)
• Kryging: geostatistical analysis of large-scale datasets using Krylov subspace methods (Q2080350) (← links)
• Spatial regression with non-parametric modeling of Fourier coefficients (Q2151603) (← links)
• Large-scale local surrogate modeling of stochastic simulation experiments (Q2157538) (← links)
• Multi-scale process modelling and distributed computation for spatial data (Q2209724) (← links)
• Stochastic approximation of score functions for Gaussian processes (Q2443174) (← links)
• Decay Bounds for Functions of Hermitian Matrices with Banded or Kronecker Structure (Q2947057) (← links)
• Localization in Matrix Computations: Theory and Applications (Q2971627) (← links)
• Efficient Covariance Approximations for Large Sparse Precision Matrices (Q3391172) (← links)
• Fast Estimation of $tr(f(A))$ via Stochastic Lanczos Quadrature (Q4588935) (← links)
• Fast Spatial Gaussian Process Maximum Likelihood Estimation via Skeletonization Factorizations (Q4601605) (← links)
• (Q4633029) (← links)
• Approximating Spectral Sums of Large-Scale Matrices using Stochastic Chebyshev Approximations (Q5350223) (← links)
• Comments on: ``Comparing and selecting spatial predictors using local criteria'' (Q5971082) (← links)
• Linear-Cost Covariance Functions for Gaussian Random Fields (Q6107197) (← links)
• A determinant-free method to simulate the parameters of large Gaussian fields (Q6540521) (← links)
• Analysis of stochastic probing methods for estimating the trace of functions of sparse symmetric matrices (Q6657191) (← links)