2 citations · 3 across the 12 of their papers we have counts for
Showing 2024 · math.STShow all
2 papers · 2 filters
math.ST2024
Precision and Cholesky Factor Estimation for Gaussian Processes
Jiaheng Chen, Daniel Sanz-Alonso
This paper studies the estimation of large precision matrices and Cholesky factors obtained by observing a Gaussian process at many locations. Under general assumptions on the prec…
math.ST2024★ 1 cited
Optimal Estimation of Structured Covariance Operators
Omar Al-Ghattas, Jiaheng Chen, Daniel Sanz-Alonso +1
This paper establishes optimal convergence rates for estimation of structured covariance operators of Gaussian processes. We study banded operators with kernels that decay rapidly…