Monte Carlo estimates of the log determinant of large sparse matrices

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Matrix Analysis
Sparse Matrices in MATLAB: Design and Implementation
Kriging with large data sets using sparse matrix techniques
Approximations to the determinant term in gaussian maximum likelihood estimation of some spatial models

Cited In (30)

Chebyshev approximation of log-determinants of spatial weight matrices
Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models
Testing for heteroskedasticity and spatial correlation in a random effects panel data model
Crawling subsampling for multivariate spatial autoregression model in large-scale networks
Information theory estimators for the first-order spatial autoregressive model
Eigenfunction properties and approximations of selected incidence matrices employed in spatial analyses
Testing for heteroskedasticity and spatial correlation in a two way random effects model
A general scheme for log-determinant computation of matrices via stochastic polynomial approximation
Extreme eigenfunctions of adjacency matrices for planar graphs employed in spatial analyses
A matrix exponential spatial specification
Approximate least squares estimation for spatial autoregressive models with covariates
Randomized matrix-free trace and log-determinant estimators
Likelihood-based estimation for Gaussian MRFs
Fast maximum likelihood estimation of very large spatial autoregressive models: a characteristic polynomial approach.
A randomized algorithm for approximating the log determinant of a symmetric positive definite matrix
Randomized algorithms of maximum likelihood estimation with spatial autoregressive models for large-scale networks
On randomized trace estimates for indefinite matrices with an application to determinants
Approximate implementation of the logarithm of the matrix determinant in Gaussian process regression
Data-driven learning of differential equations: combining data and model uncertainty
Covariance Matrix Estimation via Network Structure
Randomized block Krylov subspace methods for trace and log-determinant estimators
A comparison of methods for estimating the determinant of high-dimensional covariance matrix
Differentiation of matrix functionals using triangular factorization
A hybrid particle swarm optimization (PSO)-simplex algorithm for damage identification of delaminated beams
Log-det approximation based on uniformly distributed seeds and its application to Gaussian process regression
Accurate emulators for large-scale computer experiments
Markov chain Monte Carlo estimation of spatial dynamic panel models for large samples
Multivariate spatial autoregressive model for large scale social networks
Performance contest between MLE and GMM for huge spatial autoregressive models
Two-mode network autoregressive model for large-scale networks

Uses Software

Matlab
symrcm

This page was built for publication: Monte Carlo estimates of the log determinant of large sparse matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1300817)