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stat.CO2025
Accelerated Spatio-Temporal Bayesian Modeling for Multivariate Gaussian Processes
Lisa Gaedke-Merzhäuser, Vincent Maillou, Fernando Rodriguez Avellaneda +5
Multivariate Gaussian processes (GPs) offer a powerful probabilistic framework to represent complex interdependent phenomena. They pose, however, significant computational challeng…
cs.DC2025★ 2 cited
Serinv: A Scalable Library for the Selected Inversion of Block-Tridiagonal with Arrowhead Matrices
Vincent Maillou, Lisa Gaedke-Merzhaeuser, Alexandros Nikolaos Ziogas +2
The inversion of structured sparse matrices is a key but computationally and memory-intensive operation in many scientific applications. There are cases, however, where only partic…