Florian Schäfer, Matthias Katzfuss, Houman Owhadi. Sparse Cholesky Factorization by Kullback-Leibler Minimization. SIAM J. Scientific Computing, 43(3), 2021. [doi]
@article{SchaferKO21,
title = {Sparse Cholesky Factorization by Kullback-Leibler Minimization},
author = {Florian Schäfer and Matthias Katzfuss and Houman Owhadi},
year = {2021},
doi = {10.1137/20M1336254},
url = {https://doi.org/10.1137/20M1336254},
researchr = {https://researchr.org/publication/SchaferKO21},
cites = {0},
citedby = {0},
journal = {SIAM J. Scientific Computing},
volume = {43},
number = {3},
}