Gaussian Markov Random Fields over graphs of paths and high relative accuracy

Gaussian Markov Random Fields over graphs of paths and high relative accuracy

The present paper presents some results that allow us to perform with High Relative Accuracy linear algebra operations with correlation and covariance matrices of Gaussian Markov Random Fields over graphs of paths. Some numerical experiments are carried out showing the computational benefits of this...

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Veröffentlicht in:Journal of computational and applied mathematics 2025-01, Vol.453, p.116142, Article 116142
Hauptverfasser: Baz, Juan, Alonso, Pedro, Peña, Juan Manuel, Pérez-Fernández, Raúl
Format: Artikel
Sprache:eng
Schlagworte:
Gaussian Markov random field
High relative accuracy
Totally positive matrices
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Zusammenfassung:The present paper presents some results that allow us to perform with High Relative Accuracy linear algebra operations with correlation and covariance matrices of Gaussian Markov Random Fields over graphs of paths. Some numerical experiments are carried out showing the computational benefits of this approach.
ISSN:0377-0427
DOI:10.1016/j.cam.2024.116142