Precision and Cholesky factor estimation for Gaussian processes (Q6922528)

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Precision and Cholesky factor estimation for Gaussian processes

scientific article; zbMATH DE number 8100477

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English	Precision and Cholesky factor estimation for Gaussian processes	scientific article; zbMATH DE number 8100477

Statements

instance of

scholarly article

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title

Precision and Cholesky factor estimation for Gaussian processes (English)

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SIAM/ASA Journal on Uncertainty Quantification

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publication date

30 September 2025

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zbMATH Keywords

precision estimation

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Cholesky factor estimation

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Gaussian processes

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MaRDI profile type

MaRDI publication profile

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cites work

Covariance regularization by thresholding

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Regularized estimation of large covariance matrices

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Numerical homogenization of heterogeneous fractional Laplacians

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Adaptive thresholding for sparse covariance matrix estimation

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Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation

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Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation

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Optimal rates of convergence for covariance matrix estimation

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Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes

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Statistics for spatial data

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On the Perturbation of the Cholesky Factorization

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On Parlett's matrix norm inequality for the Cholesky decomposition

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Sparse inverse covariance estimation with the graphical lasso

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Permutation and Grouping Methods for Sharpening Gaussian Process Approximations

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Multilevel approximation of Gaussian random fields: fast simulation

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Sparse operator compression of higher-order elliptic operators with rough coefficients

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A general framework for Vecchia approximations of Gaussian processes

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Scalable Bayesian Transport Maps for High-Dimensional Non-Gaussian Spatial Fields

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On the power of preconditioning in sparse linear regression

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Bayesian nonstationary and nonparametric covariance estimation for large spatial data (with discussion)

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Concentration inequalities and moment bounds for sample covariance operators

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

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Minimax estimation of large precision matrices with bandable Cholesky factor

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Inverses of \(2\times 2\) block matrices

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Localization of elliptic multiscale problems

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Multigrid with Rough Coefficients and Multiresolution Operator Decomposition from Hierarchical Information Games

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

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Statistical Numerical Approximation

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Polyharmonic homogenization, rough polyharmonic splines and sparse super-localization

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Asymptotic normality and optimalities in estimation of large Gaussian graphical models

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Gaussian Markov Random Fields

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Perturbation bounds for matrix square roots and Pythagorean sums

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Sparse Cholesky Factorization by Kullback--Leibler Minimization

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

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The screening effect in kriging

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2010 Rietz lecture: When does the screening effect hold?

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ON STATIONARY PROCESSES IN THE PLANE

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Gaussian processes for machine learning.

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Identifiers

DOI

10.1137/24M1717282

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Precision and Cholesky factor estimation for Gaussian processes