Efficient Covariance Approximations for Large Sparse Precision Matrices
From MaRDI portal
Cites work
- \texttt{Pselinv} -- a distributed memory parallel algorithm for selected inversion, the symmetric case
- A Fast Parallel Algorithm for Selected Inversion of Structured Sparse Matrices with Application to 2D Electronic Structure Calculations
- A probing method for computing the diagonal of a matrix inverse.
- A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines
- An Approximate Minimum Degree Ordering Algorithm
- An estimator for the diagonal of a matrix
- An Incomplete Factorization Technique for Positive Definite Linear Systems
- Approximate Bayesian inference for hierarchical Gaussian Markov random field models
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- Computing entries of the inverse of a sparse matrix using the FIND algorithm
- Excursion and contour uncertainty regions for latent Gaussian models
- Fast estimation of \(\mathrm{tr}(f(A))\) via stochastic Lanczos quadrature
- Fast estimation of spatially dependent temporal vegetation trends using Gaussian Markov random fields
- Fast sparse selected inversion
- Feedback Message Passing for Inference in Gaussian Graphical Models
- Gaussian Markov Random Fields
- scientific article; zbMATH DE number 5957391 (Why is no real title available?)
- scientific article; zbMATH DE number 3673370 (Why is no real title available?)
- scientific article; zbMATH DE number 3513115 (Why is no real title available?)
- scientific article; zbMATH DE number 1134987 (Why is no real title available?)
- scientific article; zbMATH DE number 2238781 (Why is no real title available?)
- Low-Rank Variance Approximation in GMRF Models: Single and Multiscale Approaches
- On computing certain elements of the inverse of a sparse matrix
- On computing inverse entries of a sparse matrix in an out-of-core environment
- Parallel computation of entries of \({A}^{-1}\)
- Parameter estimation in high dimensional Gaussian distributions
- SelInv---An Algorithm for Selected Inversion of a Sparse Symmetric Matrix
- The Minimum Degree Ordering with Constraints
Cited in
(8)- Latent Gaussian random field mixture models
- Parallel computation of high-dimensional robust correlation and covariance matrices
- Difference filter preconditioning for large covariance matrices
- Generalized Sparse Precision Matrix Selection for Fitting Multivariate Gaussian Random Fields to Large Data Sets
- Patch-based image restoration using expectation propagation
- Spatial 3D Matérn priors for fast whole-brain fMRI analysis
- Parallel selected inversion for space-time Gaussian Markov random fields
- An iterative block matrix inversion (IBMI) algorithm for symmetric positive definite matrices with applications to covariance matrices
This page was built for publication: Efficient Covariance Approximations for Large Sparse Precision Matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3391172)
