Iterative numerical methods for sampling from high dimensional Gaussian distributions
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Publication:892432
DOI10.1007/S11222-012-9326-8zbMATH Open1325.65020OpenAlexW2015539995MaRDI QIDQ892432FDOQ892432
Authors: Erlend Aune, Jo Eidsvik, Yvo Pokern 
Publication date: 19 November 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-012-9326-8
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Cited In (12)
- Scalable parallel scheme for sampling of Gaussian random fields over very large domains
- Sampling Gaussian distributions in Krylov spaces with conjugate gradients
- Rank bounds for approximating Gaussian densities in the tensor-train format
- Polynomial Accelerated Solutions to a Large Gaussian Model for Imaging Biofilms: In Theory and Finite Precision
- Fitting large-scale structured additive regression models using Krylov subspace methods
- Parameter estimation in high dimensional Gaussian distributions
- An EM-based iterative method for solving large sparse linear systems
- Preconditioned Krylov subspace methods for sampling multivariate Gaussian distributions
- A determinant-free method to simulate the parameters of large Gaussian fields
- Efficient Simulation of High Dimensional Gaussian Vectors
- High-dimensional Gaussian sampling: a review and a unifying approach based on a stochastic proximal point algorithm
- Stochastic modeling of inhomogeneities in the aortic wall and uncertainty quantification using a Bayesian encoder-decoder surrogate
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