Showing 2021Show all
2 papers · 1 filter
stat.ME2021
Estimation When Both Covariance And Precision Matrices Are Sparse
Shev Macnamara, Erik Schlögl, Zdravko I. Botev
We offer a method to estimate a covariance matrix in the special case that \textit{both} the covariance matrix and the precision matrix are sparse --- a constraint we call double s…
math.NA2021
Positivity-preserving methods for population models
Sergio Blanes, Arieh Iserles, Shev Macnamara
Many important applications are modelled by differential equations with positive solutions. However, it remains an outstanding open problem to develop numerical methods that are bo…