Efficient Bayesian linear models for a large number of observations
From MaRDI portal
Cites work
- A note on simulating hyperplane-truncated multivariate normal distributions
- Computationally exploitable structure of covariance matrices and generalized convariance matrices in spatial models
- Equivalence between constrained optimal smoothing and Bayesian estimation
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Gaussian process emulators for computer experiments with inequality constraints
- Gaussian Process Regression on Nested Spaces
- Gaussian processes for machine learning.
- Generalization of the Kimeldorf-Wahba correspondence for constrained interpolation
- scientific article; zbMATH DE number 1522714 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- Large scale Gaussian processes with Matheron's update rule and Karhunen-Loève expansion
- Large-scale constrained Gaussian processes for shape-restricted function estimation
- MCMC methods for functions: modifying old algorithms to make them faster
- Sampling large hyperplane-truncated multivariate normal distributions
This page was built for publication: Efficient Bayesian linear models for a large number of observations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6885665)