Factorization of Separable and Patterned Covariance Matrices for Gibbs Sampling.

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Bibliographic Details
Title: Factorization of Separable and Patterned Covariance Matrices for Gibbs Sampling.
Authors: Rowe, Daniel B.
Source: Monte Carlo Methods & Applications. 2000, Vol. 6 Issue 3, p205. 6p.
Database: Mathematics Source
Description
ISSN:09299629
DOI:10.1515/mcma.2000.6.3.205