Chebyshev approximation of log-determinants of spatial weight matrices
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Cites work
- scientific article; zbMATH DE number 1109070 (Why is no real title available?)
- scientific article; zbMATH DE number 3204642 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models
- Eigenfunction properties and approximations of selected incidence matrices employed in spatial analyses
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- Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.
- Monte Carlo estimates of the log determinant of large sparse matrices
- ON STATIONARY PROCESSES IN THE PLANE
- The Chebyshev Polynomials of a Matrix
- The Signed Root Deviance Profile and Confidence Intervals in Maximum Likelihood Analysis
Cited in
(19)- An \(O(N)\) parallel method of computing the log-Jacobian of the variable transformation for models with spatial interaction on a lattice
- scientific article; zbMATH DE number 7049740 (Why is no real title available?)
- Eigenfunction properties and approximations of selected incidence matrices employed in spatial analyses
- Computing efficient exact designs of experiments using integer quadratic programming
- Maximum likelihood estimation of spatially and serially correlated panels with random effects
- Robust estimation approach for spatial error model
- Approximating spectral sums of large-scale matrices using stochastic Chebyshev approximations
- Randomized matrix-free trace and log-determinant estimators
- Forecasting electricity demand in Japan: a Bayesian spatial autoregressive ARMA approach
- A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix
- Evaluating non-analytic functions of matrices
- Fitting spatial regressions to large datasets using unilateral approximations
- On randomized trace estimates for indefinite matrices with an application to determinants
- Approximate implementation of the logarithm of the matrix determinant in Gaussian process regression
- Fitting large-scale structured additive regression models using Krylov subspace methods
- Randomized block Krylov subspace methods for trace and log-determinant estimators
- Faster maximum likelihood estimation of very large spatial autoregressive models: an extension of the Smirnov–Anselin result
- Second Logarithmic Derivative of a Complex Matrix in the Chebyshev Norm
- Performance contest between MLE and GMM for huge spatial autoregressive models
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