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Volumn 36, Issue 2, 2014, Pages

Preconditioned krylov subspace methods for sampling multivariate gaussian distributions

Author keywords

Covariance matrix; Gaussian processes; Krylov subspace methods; Lanczos process; Matrix square root; Preconditioning; Sampling; Sparse approximate inverse

Indexed keywords

GAUSSIAN DISTRIBUTION; GAUSSIAN NOISE (ELECTRONIC); INVERSE PROBLEMS; SAMPLING; VECTORS;

EID: 84899632538     PISSN: 10648275     EISSN: 10957200     Source Type: Journal    
DOI: 10.1137/130920587     Document Type: Article
Times cited : (84)

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