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Smoothing splines and rank structured matrices: revisiting the spline kernel. (English) Zbl 1440.65038
MSC:
65F05 Direct numerical methods for linear systems and matrix inversion
65D07 Numerical computation using splines
65D10 Numerical smoothing, curve fitting
60G15 Gaussian processes
65C20 Probabilistic models, generic numerical methods in probability and statistics
Software:
George
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References:
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