Krylstat
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Cited in
(28)- Fitting large-scale structured additive regression models using Krylov subspace methods
- A general scheme for log-determinant computation of matrices via stochastic polynomial approximation
- Latent Gaussian random field mixture models
- Randomized block Krylov subspace methods for trace and log-determinant estimators
- Kryging: geostatistical analysis of large-scale datasets using Krylov subspace methods
- Stochastic modeling of inhomogeneities in the aortic wall and uncertainty quantification using a Bayesian encoder-decoder surrogate
- Spatial regression with non-parametric modeling of Fourier coefficients
- Multi-scale process modelling and distributed computation for spatial data
- Stochastic approximation of score functions for Gaussian processes
- SpAMM
- Exact Bayesian inference for the Bingham distribution
- Decay bounds for functions of Hermitian matrices with banded or Kronecker structure
- Localization in matrix computations: theory and applications
- TTPY
- FRK
- Polynomial Accelerated Solutions to a Large Gaussian Model for Imaging Biofilms: In Theory and Finite Precision
- Efficient Covariance Approximations for Large Sparse Precision Matrices
- COMSTAT
- Fast estimation of \(\mathrm{tr}(f(A))\) via stochastic Lanczos quadrature
- Fast spatial Gaussian process maximum likelihood estimation via skeletonization factorizations
- High-dimensional Gaussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm
- Rank bounds for approximating Gaussian densities in the tensor-train format
- An EM-based iterative method for solving large sparse linear systems
- Efficient Simulation of High Dimensional Gaussian Vectors
- Approximating spectral sums of large-scale matrices using stochastic Chebyshev approximations
- Comments on: ``Comparing and selecting spatial predictors using local criteria
- Iterative numerical methods for sampling from high dimensional Gaussian distributions
- Parameter estimation in high dimensional Gaussian distributions
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