Timeline for Statistical interpretation of diagonal of Cholesky decomposition?
Current License: CC BY-SA 4.0
9 events
| when toggle format | what | by | license | comment | |
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| Jun 18 at 4:42 | history | edited | Gordon Smyth | CC BY-SA 4.0 | edited body |
| Jun 20, 2022 at 12:35 | comment | added | Ben Bolker | You might also want to look at algorithms based on sparse precision matrices ... | |
| Jun 20, 2022 at 4:11 | comment | added | Yaroslav Bulatov | Thanks for the in-depth reply! I need to divide by covariance matrix, but it's too large to even fit into memory, hence was looking at approximate ways of representing "divide by covariance" operation, banded Cholesky may be useful here, thanks for the tip | |
| Jun 20, 2022 at 3:38 | vote | accept | Yaroslav Bulatov | ||
| Jun 20, 2022 at 3:23 | history | edited | Gordon Smyth | CC BY-SA 4.0 | deleted 1 character in body |
| Jun 20, 2022 at 2:58 | history | edited | Gordon Smyth | CC BY-SA 4.0 | added 91 characters in body |
| Jun 20, 2022 at 1:19 | history | edited | Gordon Smyth | CC BY-SA 4.0 | added 130 characters in body |
| Jun 20, 2022 at 1:11 | history | edited | Gordon Smyth | CC BY-SA 4.0 | added 130 characters in body |
| Jun 20, 2022 at 1:01 | history | answered | Gordon Smyth | CC BY-SA 4.0 |