Iterative numerical methods for sampling from high dimensional Gaussian distributions
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Cited in
(12)- Stochastic modeling of inhomogeneities in the aortic wall and uncertainty quantification using a Bayesian encoder-decoder surrogate
- Rank bounds for approximating Gaussian densities in the tensor-train format
- Fitting large-scale structured additive regression models using Krylov subspace methods
- Scalable parallel scheme for sampling of Gaussian random fields over very large domains
- Parameter estimation in high dimensional Gaussian distributions
- Preconditioned Krylov subspace methods for sampling multivariate Gaussian distributions
- Polynomial Accelerated Solutions to a Large Gaussian Model for Imaging Biofilms: In Theory and Finite Precision
- Sampling Gaussian distributions in Krylov spaces with conjugate gradients
- High-dimensional Gaussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm
- A determinant-free method to simulate the parameters of large Gaussian fields
- An EM-based iterative method for solving large sparse linear systems
- Efficient Simulation of High Dimensional Gaussian Vectors
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