Scalable Spatio-Temporal Smoothing via Hierarchical Sparse Cholesky Decomposition

19 July 2022

Papers citing "Scalable Spatio-Temporal Smoothing via Hierarchical Sparse Cholesky Decomposition"

7 / 7 papers shown

Title
Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inference Myeong K. Kang Matthias Katzfuss 57 24 0 29 Dec 2021
Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering M. Jurek Matthias Katzfuss 36 20 0 30 Jun 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
Ensemble Kalman methods for high-dimensional hierarchical dynamic space-time models Matthias Katzfuss Jonathan R. Stroud C. Wikle 102 68 0 23 Apr 2017
Parallel inference for massive distributed spatial data using low-rank models Matthias Katzfuss D. Hammerling 113 34 0 06 Feb 2014