Sparse matrix tools for Gaussian models on lattices

DOI10.1016/S0167-9473(97)00023-6zbMATH Open0900.62505WikidataQ127065259 ScholiaQ127065259MaRDI QIDQ1389604FDOQ1389604

Authors: Stephen P. Smith 

Publication date: 30 June 1998

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

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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)

Cites Work

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Cited In (2)

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

Uses Software

• symrcm

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