A Non-intrusive Solution to the Ill-Conditioning Problem of the Gradient-Enhanced Gaussian Covariance Matrix for Gaussian Processes.
André L. MarchildonDavid W. ZinggPublished in: J. Sci. Comput. (2023)
Keyphrases
- covariance matrix
- gaussian processes
- covariance matrices
- gaussian mixture
- multivariate gaussian
- gaussian process
- gaussian process regression
- principal component analysis
- sample size
- objective function
- maximum likelihood
- multi task
- positive definite
- optimal solution
- closed form
- hyperparameters
- gaussian mixture model
- distance measure
- pairwise
- eigendecomposition
- face recognition