Efficient Covariance Approximations for Large Sparse Precision Matrices
Journal article, 2018
Gaussian Markov random fields
Sparse precision matrix
Stochastic approximation
Selected inversion
Spatial analysis
Author
Per Sidén
Linköping University
Finn Lindgren
University of Edinburgh
David Bolin
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
Mattias Villani
Linköping University
Journal of Computational and Graphical Statistics
1061-8600 (ISSN) 1537-2715 (eISSN)
Vol. 27 4 898-909Subject Categories
Computational Mathematics
Probability Theory and Statistics
Signal Processing
DOI
10.1080/10618600.2018.1473782