equinor / graphite-maps

Graph informed triangular ensemble-to-posterior maps
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Smart starting parameters of Cholesky fitting #25

Closed Blunde1 closed 8 months ago

Blunde1 commented 9 months ago

Currently we start from the Identity matrix

https://github.com/equinor/graphite-maps/blob/f0a781d4baee6bd842a3948d15731c5ed5bbf8ed/graphite_maps/precision_estimation.py#L261-L263

But, given the neighbourhoodstructure in G, elements of C_k are likely close to that of C_ne(k). Use this to create more efficient starting parameters.

This should speed up computations quite a bit.

Proposal, start from:

Blunde1 commented 8 months ago

See #34