Publications
- Covariance matrix estimation in high-dimensional problems2020 | Faculty of Mathematics and Physics
- Score matching filters for Gaussian Markov random fields with a linear model of the precision matrix2021 | Faculty of Mathematics and Physics, Central Library of Charles University
- Multilevel maximum likelihood estimation with application to covariance matrices2019 | Faculty of Mathematics and Physics
- Covariance modelling in high-dimension2019 | Faculty of Mathematics and Physics
- Score-matching ensemble filter (SMEF)2019 | Faculty of Mathematics and Physics
- Stability of the Spectral EnKF under nested covariance estimators2017 | Faculty of Mathematics and Physics
- Covariance modeling by means of eigenfunctions of Laplace operator2015 | Faculty of Mathematics and Physics
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