1.7k citations · 4.6k across the 36 of their papers we have counts for
Showing 2013 · stat.COShow all
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stat.CO2013★ 6 cited
Scalable iterative methods for sampling from massive Gaussian random vectors
Daniel P. Simpson, Ian W. Turner, Christopher M. Strickland +1
Sampling from Gaussian Markov random fields (GMRFs), that is multivariate Gaussian ran- dom vectors that are parameterised by the inverse of their covariance matrix, is a fundament…
stat.CO2013★ 2 cited
Specifying Gaussian Markov Random Fields with Incomplete Orthogonal Factorization using Givens Rotations
Xiangping Hu, Daniel Simpson, Håvard Rue
In this paper an approach for finding a sparse incomplete Cholesky factor through an incomplete orthogonal factorization with Givens rotations is discussed and applied to Gaussian…