Marcin Jurek, Matthias Katzfuss. Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering. Statistics and Computing, 32(1):15, 2022. [doi]
@article{JurekK22,
title = {Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering},
author = {Marcin Jurek and Matthias Katzfuss},
year = {2022},
doi = {10.1007/s11222-021-10077-9},
url = {https://doi.org/10.1007/s11222-021-10077-9},
researchr = {https://researchr.org/publication/JurekK22},
cites = {0},
citedby = {0},
journal = {Statistics and Computing},
volume = {32},
number = {1},
pages = {15},
}