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}, }