THIS LIBRARY IS NO LONGER MAINTAINED. It will be integrated into SHOGUN: (https://github.com/shogun-toolbox/shogun) and future progress will be found there. The Krylov statistics library (KRYLSTAT) is free C++ software under the LGPL license. It is designed to facilitate sampling from high dimensional Gaussian distributions using rational approximations and Krylov methods and computing log-determinants using the same methods with the addition of graph colouring.
Keywords for this software
References in zbMATH (referenced in 6 articles )
Showing results 1 to 6 of 6.
- Fallaize, Christopher J.; Kypraios, Theodore: Exact Bayesian inference for the Bingham distribution (2016)
- Benzi, Michele; Simoncini, Valeria: Decay bounds for functions of Hermitian matrices with banded or Kronecker structure (2015)
- Lindgren, Finn: Comments on: “Comparing and selecting spatial predictors using local criteria” (2015)
- Aune, Erlend; Simpson, Daniel P.; Eidsvik, Jo: Parameter estimation in high dimensional Gaussian distributions (2014)
- Aune, Erlend; Eidsvik, Jo; Pokern, Yvo: Iterative numerical methods for sampling from high dimensional Gaussian distributions (2013)
- Stein, Michael L.; Chen, Jie; Anitescu, Mihai: Stochastic approximation of score functions for Gaussian processes (2013)