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Matrices with banded inverses: Inversion algorithms and factorization of Gauss-Markov processes.

Aleksandar KavcicJosé M. F. Moura
Published in: IEEE Trans. Inf. Theory (2000)
Keyphrases
  • markov processes
  • linear algebra
  • machine learning
  • probabilistic model
  • random variables
  • singular value decomposition
  • random fields