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HLIBCov

HLIBCov: Parallel Hierarchical Matrix Approximation of Large Covariance Matrices and Likelihoods with Applications in Parameter Identification.

Keywords for this software

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  • spatial statistics
  • Matérn covariance
  • Matern covariance
  • Cholesky
  • adaptive-cross-approximation
  • random fields
  • hierarchical matrix
  • Bayesian update
  • HLIB
  • low-rank tensor approximation
  • Kriging
  • sum of Kronecker products
  • parallel hierarchical matrices
  • loglikelihood surrogate
  • Hilbert tensor
  • random field
  • large datasets
  • Kalman filter
  • geostatistical optimal design
  • computational statistics
  • Fourier transform
  • large dataset
  • Cholesky factorization
  • Computational statistics
  • matrix determinant
  • Matérn covariance function
  • HLIBpro

  • URL: github.com/litvinen/HL...
  • Code
  • InternetArchive
  • Authors: Alexander Litvinenko

  • Add information on this software.


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References in zbMATH (referenced in 4 articles )

Showing results 1 to 4 of 4.
y Sorted by year (citations)

  1. Cao, Jian; Genton, Marc G.; Keyes, David E.; Turkiyyah, George M.: Sum of Kronecker products representation and its Cholesky factorization for spatial covariance matrices from large grids (2021)
  2. Litvinenko, Alexander; Keyes, David; Khoromskaia, Venera; Khoromskij, Boris N.; Matthies, Hermann G.: Tucker tensor analysis of Matérn functions in spatial statistics (2019)
  3. Litvinenko, Alexander; Sun, Ying; Genton, Marc G.; Keyes, David E.: Likelihood approximation with hierarchical matrices for large spatial datasets (2019)
  4. Alexander Litvinenko: HLIBCov: Parallel Hierarchical Matrix Approximation of Large Covariance Matrices and Likelihoods with Applications in Parameter Identification (2017) arXiv

  • Article statistics & filter:

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  • MSC classification / top
    • Top MSC classes
      • 60 Probability theory and...
      • 62 Statistics
      • 65 Numerical analysis

  • Publication year
    • 2010 - today
    • 2005 - 2009
    • 2000 - 2004
    • before 2000
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