15 citations · 30 across the 7 of their papers we have counts for
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stat.CO2015★ 15 cited
Gradient Scan Gibbs Sampler: an efficient algorithm for high-dimensional Gaussian distributions
Olivier Féron, François Orieux, Jean-François Giovannelli
This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian…
stat.CO2011★ 1 cited
Efficient sampling of high-dimensional Gaussian fields: the non-stationary / non-sparse case
F. Orieux, O. Féron, J. -F. Giovannelli
This paper is devoted to the problem of sampling Gaussian fields in high dimension. Solutions exist for two specific structures of inverse covariance : sparse and circulant. The pr…