Use of the Gibbs sampler to invert large, possibly sparse, positive definite matrices

Author:

Harville David A.

Publisher

Elsevier BV

Subject

Discrete Mathematics and Combinatorics,Geometry and Topology,Numerical Analysis,Algebra and Number Theory

Reference22 articles.

1. Matrix Computations;Golub,1989

2. Solution of sparse linear least squares problems using Givens rotations;George;Linear Algebra Appl.,1980

3. Maximum likelihood approaches to variance component estimation and to related problems (with discussion);Harville;J. Amer. Statist. Assoc.,1977

4. Stochastic relaxation, Gibbs distributions, and the Bayesian restoration of images;Geman;IEEE Trans. Pattn. Anal. Mach. Intell.,1984

5. Bayesian computation via the Gibbs sampler and related Markov chain Monte Carlo methods;Smith;J. Roy. Statist. Soc. Ser. B,1993

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