GParareal: a time-parallel ODE solver using Gaussian process emulation.
Kamran PentlandMassimiliano TamborrinoT. J. SullivanJames BuchananL. C. AppelPublished in: Stat. Comput. (2023)
Keyphrases
- gaussian process
- gaussian processes
- regression model
- gaussian process regression
- model selection
- bayesian framework
- approximate inference
- latent variables
- hyperparameters
- gaussian process classification
- dynamical model
- sparse approximations
- semi supervised
- gaussian process models
- covariance function
- expectation propagation
- marginal likelihood
- cross validation
- upper bound
- graphical models