Sparse matrix tools for Gaussian models on lattices

DOI10.1016/S0167-9473(97)00023-6MaRDI QIDQ1389604zbMATH OpenWikidataFDO

Authors Stephen P. Smith

Publication date 30 June 1998

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

Cholesky decompositionNonparametric regressionVariance componentsConditional simulationRandom fieldsBackward differentiationMixed linear modelNearest neighbor analysisRestricted maximum likelihoodSpatial covariance

Mathematics Subject Classification ID

Density estimation (62G07) Inference from spatial processes (62M30) Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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Cited in

(3)

• A sparse linear algebra algorithm for fast computation of prediction variances with Gaussian Markov random fields
• Streamlined solutions to multilevel sparse matrix problems
• A sparse matrix approach to Bayesian computation in large linear models

Describes a project that uses

Uses Software

• symrcm

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