Pages that link to "Item:Q3391422"
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The following pages link to Scalable Gaussian Process Computations Using Hierarchical Matrices (Q3391422):
Displaying 10 items.
- Gaussian Process Learning via Fisher Scoring of Vecchia's Approximation (Q125192) (← links)
- Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering (Q2114043) (← links)
- (Q5054610) (← links)
- hm-toolbox: MATLAB Software for HODLR and HSS Matrices (Q5107789) (← links)
- Kernel Methods for Bayesian Elliptic Inverse Problems on Manifolds (Q5139358) (← links)
- Fitting Matérn smoothness parameters using automatic differentiation (Q6116590) (← links)
- Hierarchical off-diagonal low-rank approximation of Hessians in inverse problems, with application to ice sheet model initialization (Q6166000) (← links)
- Scalable computations for nonstationary Gaussian processes (Q6173565) (← links)
- Scalable Physics-Based Maximum Likelihood Estimation Using Hierarchical Matrices (Q6177922) (← links)
- Spatial best linear unbiased prediction: a computational mathematics approach for high dimensional massive datasets (Q6500169) (← links)
