Hierarchical sparse Cholesky decomposition with applications to
high-dimensional spatio-temporal filtering

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Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering

30 June 2020

Matthias Katzfuss

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Papers citing "Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering"

16 / 16 papers shown

Title
Scaled Vecchia approximation for fast computer-model emulation Matthias Katzfuss J. Guinness E. Lawrence 49 40 0 01 May 2020
Sparse Cholesky factorization by Kullback-Leibler minimization Florian Schäfer Matthias Katzfuss H. Owhadi 78 95 0 29 Apr 2020
Vecchia-Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data Daniel Zilber Matthias Katzfuss 68 34 0 18 Jun 2019
Multi-resolution filters for massive spatio-temporal data M. Jurek Matthias Katzfuss 49 24 0 09 Oct 2018
Scalable Gaussian Process Computations Using Hierarchical Matrices Christopher J. Geoga M. Anitescu Michael L. Stein 60 43 0 09 Aug 2018
When Gaussian Process Meets Big Data: A Review of Scalable GPs Haitao Liu Yew-Soon Ong Xiaobo Shen Jianfei Cai GP 101 693 0 03 Jul 2018
Vecchia approximations of Gaussian-process predictions Matthias Katzfuss J. Guinness Wenlong Gong Daniel Zilber 59 93 0 08 May 2018
A class of multi-resolution approximations for large spatial datasets Matthias Katzfuss Wenlong Gong GP 141 30 0 24 Oct 2017
A general framework for Vecchia approximations of Gaussian processes Matthias Katzfuss J. Guinness 54 261 0 21 Aug 2017
Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models Matthias Katzfuss Jonathan R. Stroud C. Wikle 102 69 0 23 Apr 2017
Permutation and Grouping Methods for Sharpening Gaussian Process Approximations J. Guinness 373 151 0 17 Sep 2016
A multi-resolution approximation for massive spatial datasets Matthias Katzfuss 92 245 0 16 Jul 2015
$A Kalman filter powered by $\mathcal{H}^2$-matrices for quasi-continuous data assimilation problems$ A Kalman filter powered by $\mathcal{H}^2$ -matrices for quasi-continuous data assimilation problems Judith Yue Li Sivaram Ambikasaran Eric F. Darve P. Kitanidis 45 38 0 15 Apr 2014
Fast Direct Methods for Gaussian Processes Sivaram Ambikasaran D. Foreman-Mackey L. Greengard D. Hogg M. O’Neil 102 386 0 24 Mar 2014
Parallel inference for massive distributed spatial data using low-rank models Matthias Katzfuss D. Hammerling 115 34 0 06 Feb 2014
When does the screening effect hold? Michael L. Stein 93 41 0 08 Mar 2012