References

Che16

Sami Cheong. Parameter Estimation for the Spatial Ornstein-Uhlenbeck Process with Missing Observations. PhD thesis, University of Wisconsin Milwaukee UWM, 2016.

GSC15

Elad Gilboa, Yunus Saatci, and John P. Cunningham. Scaling multidimensional inference for structured gaussian processes. IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE, 2015.

Meu92

Gérard Meurant. A Review on the Inverse of Symmetric Tridiagonal and Block Tridiagonal Matrices. SIAM Journal on Matrix Analysis and Applications, 13(3):707–728, jul 1992. doi:10.1137/0613045.

RH05

H. Rue and L. Held. Gaussian Markov Random Fields: Theory and Applications. Chapman & Hall/CRC, 2005.

SLM+11

Oliver Stegle, Christoph Lippert, Joris M. Mooij, Neil D. Lawrence, and Karsten M. Borgwardt. Efficient inference in matrix-variate Gaussian models with iid observation noise. Advances in Neural Information Processing Systems 24, 2011.