**9.2 Large scale computation of the posterior covariance**

Computing the determinant of the matrix *vf HH*<sup>0</sup> þ *vϵI* for *p*(*g*) and the inverse of the matrices *<sup>H</sup>*<sup>0</sup> ½ � *<sup>H</sup>* <sup>þ</sup> *<sup>λ</sup><sup>I</sup>* or, *HH*<sup>0</sup> <sup>þ</sup> *<sup>λ</sup>*�<sup>1</sup> *I* � � which are needed for uncertainty quantification, are between the greatest subjects of open research for *Big Data* problems. Here, we consider a few cases.
