Abandoning the Cholesky factorisation Efficient sampling from large Gaussian random vectors Daniel Simpson*, Ian Turner†, Chris Strickland† and Tony Pettitt† *Department of Mathematics, Norwegian University of Scie

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Date: 2012-09-20 03:45:47		Abandoning the Cholesky factorisation Efficient sampling from large Gaussian random vectors Daniel Simpson, Ian Turner†, Chris Strickland† and Tony Pettitt† Department of Mathematics, Norwegian University of Scie Add to Reading List Source URL: www.math.ntnu.no Download Document from Source Website File Size: 138,81 KB Share Document on Facebook