Correlation-based sparse inverse Cholesky factorization for fast Gaussian-process inference.
Myeongjong KangMatthias KatzfussPublished in: Stat. Comput. (2023)
Keyphrases
- gaussian process
- covariance function
- gaussian processes
- gaussian process regression
- sparse approximations
- variational inference
- expectation propagation
- sparse approximation
- latent variables
- regression model
- semi supervised
- hyperparameters
- non stationary
- approximate inference
- bayesian framework
- model selection
- gaussian process models
- gaussian process classification
- variational bayes
- pairwise
- marginal likelihood
- matrix factorization
- incremental learning
- bayesian networks
- bayesian inference
- noise level
- probabilistic inference
- prior information
- sparse representation
- learning process