32 citations · 183 across the 54 of their papers we have counts for
4 papers · 2 filters
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…
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…
Covariance Operator Estimation via Adaptive Thresholding
Omar Al-Ghattas, Daniel Sanz-Alonso
This paper studies sparse covariance operator estimation for nonstationary processes with sharply varying marginal variance and small correlation lengthscale. We introduce a covari…
Hierarchical Bayesian Inverse Problems: A High-Dimensional Statistics Viewpoint
Daniel Sanz-Alonso, Nathan Waniorek
This paper analyzes hierarchical Bayesian inverse problems using techniques from high-dimensional statistics. Our analysis leverages a property of hierarchical Bayesian regularizer…