Gaussian Markov Random Fields
@book{GMRFbook,
AUTHOR = {H. Rue and L. Held},
TITLE = {Gaussian {M}arkov Random Fields: {T}heory and Applications},
SERIES = {Monographs on Statistics and Applied Probability},
VOLUME = {104},
PUBLISHER = {Chapman \& Hall},
ADDRESS = {London},
YEAR = 2005
}
Gaussian Markov Random Fields: Theory and Applications - CRC Press Book
Gaussian Markov Random Fields: Theory and Applications
Repository with the ten algorithms of chapter 2 (Theory of Gaussian Markov random fields) implemented.
Studying: Algorithm 2.10