机译:Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering
Univ Texas Austin, Dept Stat & Data Sci, Austin, TX USA;
Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA;
State-space model; Spatiotemporal statistics; Data assimilation; Vecchia approximation; Hierarchical matrix; Incomplete Cholesky decomposition;