"Hierarchical sparse Cholesky decomposition with applications to ..."

Marcin Jurek, Matthias Katzfuss (2022)

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DOI: 10.1007/S11222-021-10077-9

access: open

type: Journal Article

metadata version: 2022-06-23

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Marcin Jurek, Matthias Katzfuss:
Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering. Stat. Comput. 32(1): 15 (2022)

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