Iterative Methods for Vecchia-Laplace Approximations for Latent Gaussian Process Models. - Pascal Kündig; Fabio Sigrist (CoRR, 2023)

A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios. - Pascal Kündig; Fabio Sigrist (CoRR, 2024)

Scalable Computations for Generalized Mixed Effects Models with Crossed Random Effects Using Krylov Subspace Methods. - Pascal Kündig; Fabio Sigrist (CoRR, 2025)