Multi-Resolution Filters for Massive Spatio-Temporal Data. - Marcin Jurek; Matthias Katzfuss (J. Comput. Graph. Stat., 2021)

Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering. - Marcin Jurek; Matthias Katzfuss (Stat. Comput., 2022)