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

Baz, Juan ; Alonso, Pedro ; Peña, Juan Manuel (Universidad de Zaragoza) ; Pérez-Fernández, Raúl

Resumen: 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.

Idioma: Inglés

DOI: 10.1016/j.cam.2024.116142

Año: 2024

Publicado en: Journal of Computational and Applied Mathematics 453 (2024), 116142 [12 pp.]
ISSN: 0377-0427

Factor impacto JCR: 2.6 (2024)

Categ. JCR: MATHEMATICS, APPLIED rank: 35 / 344 = 0.102 (2024) - Q1 - T1

Factor impacto CITESCORE: 4.8 - Computational Mathematics (Q1) - Applied Mathematics (Q1)

Factor impacto SCIMAGO: 0.688 - Computational Mathematics (Q2) - Applied Mathematics (Q2)

Financiación: info:eu-repo/grantAgreement/ES/MCIU/PID2022-138569NB-I00
Financiación: info:eu-repo/grantAgreement/ES/MCIU/PID2022-139886NB-I00
Financiación: info:eu-repo/grantAgreement/ES/MCIU/PID2022-140585NB-I00
Financiación: info:eu-repo/grantAgreement/ES/MCIU/RED2022-134176-T

Tipo y forma: Article (Published version)

Área (Departamento): Área Matemática Aplicada (Dpto. Matemática Aplicada)