Precision and Cholesky factor estimation for Gaussian processes
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Cites work
- 2010 Rietz lecture: When does the screening effect hold?
- A constrained \(\ell _{1}\) minimization approach to sparse precision matrix estimation
- A general framework for Vecchia approximations of Gaussian processes
- Adaptive thresholding for sparse covariance matrix estimation
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- Asymptotic normality and optimalities in estimation of large Gaussian graphical models
- Bayesian nonstationary and nonparametric covariance estimation for large spatial data (with discussion)
- Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity
- Concentration inequalities and moment bounds for sample covariance operators
- Covariance regularization by thresholding
- Estimating sparse precision matrix: optimal rates of convergence and adaptive estimation
- Estimating structured high-dimensional covariance and precision matrices: optimal rates and adaptive estimation
- Gaussian Markov Random Fields
- Gaussian processes for machine learning.
- Inverses of 2 2 block matrices
- Localization of elliptic multiscale problems
- Minimax estimation of large precision matrices with bandable Cholesky factor
- Multigrid with Rough Coefficients and Multiresolution Operator Decomposition from Hierarchical Information Games
- Multilevel approximation of Gaussian random fields: fast simulation
- Numerical homogenization of heterogeneous fractional Laplacians
- On Parlett's matrix norm inequality for the Cholesky decomposition
- ON STATIONARY PROCESSES IN THE PLANE
- On the Perturbation of the Cholesky Factorization
- On the power of preconditioning in sparse linear regression
- Operator-adapted wavelets, fast solvers, and numerical homogenization. From a game theoretic approach to numerical approximation and algorithm design
- Optimal rates of convergence for covariance matrix estimation
- Permutation and Grouping Methods for Sharpening Gaussian Process Approximations
- Perturbation bounds for matrix square roots and Pythagorean sums
- Polyharmonic homogenization, rough polyharmonic splines and sparse super-localization
- Regularized estimation of large covariance matrices
- Scalable Bayesian Transport Maps for High-Dimensional Non-Gaussian Spatial Fields
- Sparse Cholesky Factorization by Kullback--Leibler Minimization
- Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes
- Sparse inverse covariance estimation with the graphical lasso
- Sparse operator compression of higher-order elliptic operators with rough coefficients
- Statistical Numerical Approximation
- Statistics for spatial data
- The screening effect in kriging
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