Efficient Covariance Approximations for Large Sparse Precision Matrices

Keyphrases

• Covariance Matrix 100%
• Covariance Approximation 100%
• Sparse Precision Matrix 100%
• Approximation Error 50%
• Computational Cost 50%
• Functional Magnetic Resonance Imaging 50%
• High-dimensional Models 50%
• Monte Carlo Sampling 50%
• Sampling Methods 50%
• Inverse Covariance Matrix 50%
• Direct Method 50%
• Low Memory Requirement 50%
• Joint Inference 50%
• Confidence Bounds 50%
• Variance Bounds 50%

Mathematics

• Matrix 100%
• Covariance Matrix 100%
• Variance 100%
• Covariance 100%
• Computational Cost 50%
• Inverse Covariance Matrix 50%
• Approximation Error 50%
• Monte Carlo 50%
• Dimensional Model 50%
• Marginals 50%
• Magnetic Resonance Imaging 50%
• Direct Method 50%