A sparse linear algebra algorithm for fast computation of prediction variances with Gaussian Markov random fields

Andrew Zammit Mangion, Jonathan Rougier. A sparse linear algebra algorithm for fast computation of prediction variances with Gaussian Markov random fields. Computational Statistics & Data Analysis, 123:116-130, 2018. [doi]

@article{MangionR18,
  title = {A sparse linear algebra algorithm for fast computation of prediction variances with Gaussian Markov random fields},
  author = {Andrew Zammit Mangion and Jonathan Rougier},
  year = {2018},
  doi = {10.1016/j.csda.2018.02.001},
  url = {https://doi.org/10.1016/j.csda.2018.02.001},
  researchr = {https://researchr.org/publication/MangionR18},
  cites = {0},
  citedby = {0},
  journal = {Computational Statistics & Data Analysis},
  volume = {123},
  pages = {116-130},
}