Sampling Gaussian Distributions in Krylov Spaces with Conjugate Gradients
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Publication:2909297
DOI10.1137/110831404zbMath1246.65057OpenAlexW1999759467MaRDI QIDQ2909297
Albert E. Parker, Colin D. Fox
Publication date: 30 August 2012
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://scholarworks.montana.edu/xmlui/handle/1/12521
Random fields (60G60) Gaussian processes (60G15) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Iterative numerical methods for linear systems (65F10) Approximations to statistical distributions (nonasymptotic) (62E17)
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