Sparse Cholesky Factorization by Kullback--Leibler Minimization
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Publication:4997432
Cholesky factorizationGaussian process regressionintegral equationscreening effectfactorized approximate inversevecchia approximation
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Computational methods for sparse matrices (65F50) Martingales with discrete parameter (60G42) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Analysis of algorithms (68W40)
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Cited in
(32)- On Using Cholesky-Based Factorizations and Regularization for Solving Rank-Deficient Sparse Linear Least-Squares Problems
- Multi-scale Vecchia approximations of Gaussian processes
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