Sparse Cholesky Factorization by Kullback--Leibler Minimization (Q4997432)

!

WARNING

This is the item page for this Wikibase entity, intended for internal use and editing purposes.

Please use the normal view instead:

Sparse Cholesky Factorization by Kullback--Leibler Minimization

scientific article; zbMATH DE number 7364386

Language	Label	Description	Also known as
default for all languages	No label defined
English	Sparse Cholesky Factorization by Kullback--Leibler Minimization	scientific article; zbMATH DE number 7364386

Statements

instance of

scholarly article

0 references

title

Sparse Cholesky Factorization by Kullback--Leibler Minimization (English)

0 references

0 references

0 references

0 references

SIAM Journal on Scientific Computing

0 references

publication date

29 June 2021

0 references

full work available at URL

https://arxiv.org/abs/2004.14455

0 references

zbMATH Keywords

Cholesky factorization

0 references

screening effect

0 references

vecchia approximation

0 references

factorized approximate inverse

0 references

Gaussian process regression

0 references

integral equation

0 references

describes a project that uses

0 references

0 references

0 references

MaRDI publication profile

0 references

cites work

An $\mathcal O(N\log N)$ fast direct solver for partial hierarchically semi-separable matrices. With application to radial basis function interpolation

0 references

10.1162/153244303768966085

0 references

Gaussian Predictive Process Models for Large Spatial Data Sets

0 references

Screening effect in isotropic Gaussian processes

0 references

A comparative study of sparse approximate inverse preconditioners

0 references

Fast wavelet transforms and numerical algorithms I

0 references

Preconditioned Krylov subspace methods for sampling multivariate Gaussian distributions

0 references

Efficient mesh deformation based on radial basis function interpolation by means of the inverse fast multipole method

0 references

The inverse fast multipole method: using a fast approximate direct dolver as a preconditioner for dense linear systems

0 references

Interpreting Kullback--Leibler divergence with the Neyman-Pearson Lemma

0 references

Factorized sparse approximate inverse preconditionings. III: Iterative construction of preconditioners

0 references

The use of supernodes in factored sparse approximate inverse preconditioning

0 references

10.1162/15324430260185619

0 references

Stochastic Models That Separate Fractal Dimension and the Hurst Effect

0 references

Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields

0 references

A fast algorithm for particle simulations

0 references

A sparse matrix arithmetic based on ${\mathfrak H}$-matrices. I: Introduction to ${\mathfrak H}$-matrices

0 references

Data-sparse approximation by adaptive ${\mathcal H}^2$-matrices

0 references

A sparse ${\mathcal H}$-matrix arithmetic. II: Application to multi-dimensional problems

0 references

Hierarchical interpolative factorization for elliptic operators: integral equations

0 references

Kernel methods in machine learning

0 references

H2Pack

0 references

Estimation with quadratic loss.

0 references

Q4300713

0 references

A class of multi-resolution approximations for large spatial datasets

0 references

A general framework for Vecchia approximations of Gaussian processes

0 references

Covariance tapering for likelihood-based estimation in large spatial data sets

0 references

Factorized Sparse Approximate Inverse Preconditionings I. Theory

0 references

Numerical Homogenization of Elliptic Multiscale Problems by Subspace Decomposition

0 references

New efficient and robust HSS Cholesky factorization of SPD matrices

0 references

An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach

0 references

Localization of elliptic multiscale problems

0 references

Operator-adapted wavelets, fast solvers, and numerical homogenization. From a game theoretic approach to numerical approximation and algorithm design

0 references

A unifying view of sparse approximate Gaussian process regression

0 references

Gaussian processes for machine learning.

0 references

Whittle-Matérn priors for Bayesian statistical inversion with applications in electrical impedance tomography

0 references

Correlation priors

0 references

Constructing continuous stationary covariances as limits of the second-order stochastic difference equations

0 references

A Full Scale Approximation of Covariance Functions for Large Spatial Data Sets

0 references

Boundary element methods

0 references

Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity

0 references

The screening effect in kriging

0 references

2010 Rietz lecture: When does the screening effect hold?

0 references

Approximating Likelihoods for Large Spatial Data Sets

0 references

Application of the inverse fast multipole method as a preconditioner in a 3D Helmholtz boundary element method

0 references

Fast algorithms for hierarchically semiseparable matrices

0 references

Efficient Construction of an HSS Preconditioner for Symmetric Positive Definite $\mathcal{H}^2$ Matrices

0 references

Identifiers

DOI

10.1137/20M1336254

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:4997432