Monte Carlo estimates of the log determinant of large sparse matrices
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Publication:1300817
DOI10.1016/S0024-3795(97)10009-XzbMath1063.65502OpenAlexW2102802796MaRDI QIDQ1300817
R. Kelley Pace, Ronald Paul Barry
Publication date: 1999
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0024-3795(97)10009-x
spatial statisticseigenvaluesmaximum likelihoodDirichlet distributionspatial autocorrelationnormalizing constant
Monte Carlo methods (65C05) Determinants, permanents, traces, other special matrix functions (15A15)
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