Low-Rank Variance Approximation in GMRF Models: Single and Multiscale Approaches

DOI10.1109/TSP.2008.927482MaRDI QIDQ4569094zbMATH OpenOpenAlexFDO

Authors Dmitry M. Malioutov, Jason K. Johnson, Myung Jin Choi, Alan S. Willsky

Publication date 27 June 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2008.927482

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(1)

• Efficient Covariance Approximations for Large Sparse Precision Matrices

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