Sparse Cholesky Factorization by Kullback--Leibler Minimization
From MaRDI portal
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)
Cites work
- scientific article; zbMATH DE number 614420 (Why is no real title available?)
- 10.1162/15324430260185619
- 10.1162/153244303768966085
- 2010 Rietz lecture: When does the screening effect hold?
- A Full Scale Approximation of Covariance Functions for Large Spatial Data Sets
- A class of multi-resolution approximations for large spatial datasets
- A comparative study of sparse approximate inverse preconditioners
- A fast algorithm for particle simulations
- A general framework for Vecchia approximations of Gaussian processes
- A sparse \({\mathcal H}\)-matrix arithmetic. II: Application to multi-dimensional problems
- A sparse matrix arithmetic based on \({\mathfrak H}\)-matrices. I: Introduction to \({\mathfrak H}\)-matrices
- A unifying view of sparse approximate Gaussian process regression
- An \(\mathcal O(N\log N)\) fast direct solver for partial hierarchically semi-separable matrices. With application to radial basis function interpolation
- An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
- Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields
- Application of the inverse fast multipole method as a preconditioner in a 3D Helmholtz boundary element method
- Approximating Likelihoods for Large Spatial Data Sets
- Boundary element methods
- Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity
- Constructing continuous stationary covariances as limits of the second-order stochastic difference equations
- Correlation priors
- Covariance tapering for likelihood-based estimation in large spatial data sets
- Data-sparse approximation by adaptive \({\mathcal H}^2\)-matrices
- Efficient Construction of an HSS Preconditioner for Symmetric Positive Definite $\mathcal{H}^2$ Matrices
- Efficient mesh deformation based on radial basis function interpolation by means of the inverse fast multipole method
- Estimation with quadratic loss.
- Factorized Sparse Approximate Inverse Preconditionings I. Theory
- Factorized sparse approximate inverse preconditionings. III: Iterative construction of preconditioners
- Fast algorithms for hierarchically semiseparable matrices
- Fast wavelet transforms and numerical algorithms I
- Gaussian Predictive Process Models for Large Spatial Data Sets
- Gaussian processes for machine learning.
- H2Pack
- Hierarchical interpolative factorization for elliptic operators: integral equations
- Interpreting Kullback--Leibler divergence with the Neyman-Pearson Lemma
- Kernel methods in machine learning
- Localization of elliptic multiscale problems
- New efficient and robust HSS Cholesky factorization of SPD matrices
- Numerical Homogenization of Elliptic Multiscale Problems by Subspace Decomposition
- Operator-adapted wavelets, fast solvers, and numerical homogenization. From a game theoretic approach to numerical approximation and algorithm design
- Preconditioned Krylov subspace methods for sampling multivariate Gaussian distributions
- Screening effect in isotropic Gaussian processes
- Stochastic Models That Separate Fractal Dimension and the Hurst Effect
- The inverse fast multipole method: using a fast approximate direct dolver as a preconditioner for dense linear systems
- The screening effect in kriging
- The use of supernodes in factored sparse approximate inverse preconditioning
- Whittle-Matérn priors for Bayesian statistical inversion with applications in electrical impedance tomography
Cited in
(48)- Learning dynamical systems from data: a simple cross-validation perspective. II: Nonparametric kernel flows
- On Using Cholesky-Based Factorizations and Regularization for Solving Rank-Deficient Sparse Linear Least-Squares Problems
- Multi-scale Vecchia approximations of Gaussian processes
- Learning particle swarming models from data with Gaussian processes
- A Scalable Method to Exploit Screening in Gaussian Process Models with Noise
- Vecchia Likelihood Approximation for Accurate and Fast Inference with Intractable Spatial Max-Stable Models
- Do ideas have shape? Idea registration as the continuous limit of artificial neural networks
- Iterative Methods for Vecchia-Laplace Approximations for Latent Gaussian Process Models
- Scalable Bayesian Transport Maps for High-Dimensional Non-Gaussian Spatial Fields
- Scaled Vecchia approximation for fast computer-model emulation
- Linear-Cost Vecchia Approximation of Multivariate Normal Probabilities
- An adaptive factorized Nyström preconditioner for regularized kernel matrices
- Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering
- Sparse Recovery of Elliptic Solvers from Matrix-Vector Products
- Computational graph completion
- On the representation and learning of monotone triangular transport maps
- Locally anisotropic nonstationary covariance functions on the sphere
- Radial neighbours for provably accurate scalable approximations of Gaussian processes
- Scalable penalized spatiotemporal land-use regression for ground-level nitrogen dioxide
- Finite element representations of Gaussian processes: balancing numerical and statistical accuracy
- Sparse Gaussian processes for solving nonlinear PDEs
- A review of regularised estimation methods and cross-validation in spatiotemporal statistics
- Sparse Cholesky factorization for solving nonlinear PDEs via Gaussian processes
- Gaussian measures conditioned on nonlinear observations: consistency, MAP estimators, and simulation
- Iterative methods for full-scale Gaussian process approximations for large spatial data
- Gaussian process hydrodynamics
- Variational Bayesian inference for CP tensor completion with subspace information
- Fixed-sparsity matrix approximation from matrix-vector products
- Scalable spatio-temporal smoothing via hierarchical sparse Cholesky decomposition
- Fast macroscopic forcing method
- Kernel methods are competitive for operator learning
- Nearest-neighbor mixture models for non-Gaussian spatial processes
- Leveraging viscous Hamilton-Jacobi PDEs for uncertainty quantification in scientific machine learning
- Error analysis of kernel/GP methods for nonlinear and parametric PDEs
- Sparse Cholesky factorization by Kullback-Leibler minimization
- Bayesian nonparametric generative modeling of large multivariate non-Gaussian spatial fields
- Implementation and analysis of GPU algorithms for Vecchia approximation
- Quasi-optimal hierarchically semi-separable matrix approximation
- Spatial best linear unbiased prediction: a computational mathematics approach for high dimensional massive datasets
- Numerical homogenization beyond scale separation
- Sparse inverse Cholesky factorization of dense kernel matrices by greedy conditional selection
- Universal matrix sparsifiers and fast deterministic algorithms for linear algebra
- scientific article; zbMATH DE number 440639 (Why is no real title available?)
- Precision and Cholesky factor estimation for Gaussian processes
- scientific article; zbMATH DE number 4109938 (Why is no real title available?)
- Solving and learning nonlinear PDEs with Gaussian processes
- Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inference
- Bayesian nonstationary and nonparametric covariance estimation for large spatial data (with discussion)
This page was built for publication: Sparse Cholesky Factorization by Kullback--Leibler Minimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4997432)
