Preconditioned Krylov subspace methods for sampling multivariate Gaussian distributions (Q2874997)
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scientific article; zbMATH DE number 6329823
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| English | Preconditioned Krylov subspace methods for sampling multivariate Gaussian distributions |
scientific article; zbMATH DE number 6329823 |
Statements
13 August 2014
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preconditioning
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sampling
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Gaussian processes
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covariance matrix
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matrix square root
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sparse approximate inverse
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Krylov subspace methods
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Lanczos process
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Preconditioned Krylov subspace methods for sampling multivariate Gaussian distributions (English)
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0.8184699416160583
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0.766797661781311
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0.7523209452629089
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0.7502903342247009
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0.7233085632324219
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