IDENTIFICATION OF UNKNOWN PARAMETERS AND PREDICTION WITH HIERARCHICAL MATRICES Full article

Journal	UNCECOMP Proceedings ISSN: 2623-3339
Output data	Year: 2021, Pages: 129-144 Pages count : 16 DOI: 10.7712/120221.8027.19161
Tags	Computational statistics; Data analysis; Hierarchical matrix; Matérn covariance; Parameter inference; Prediction; Random field; Spatial statistics
Authors	Litvinenko Alexander 1 , Kriemann Ronald 2 , Berikov Vladimir 3,4
Affiliations	1 RWTH Aachen, Aachen, Germany 2 Max Planck Institute for Mathematics in the Sciences (MiS) in Leipzig 3 Sobolev Institute of Mathematics, Novosibirsk, Russia 4 Novosibirsk State University, Novosibirsk, Russia