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