Fast Spatial Gaussian Process Maximum Likelihood Estimation via Skeletonization Factorizations.
Victor MindenAnil DamleKenneth L. HoLexing YingPublished in: Multiscale Model. Simul. (2017)
Keyphrases
- gaussian process
- maximum likelihood estimation
- mixture of gaussians
- hyperparameters
- em algorithm
- gaussian processes
- maximum likelihood
- parameter estimation
- model selection
- expectation maximization
- bayesian framework
- gaussian process regression
- regression model
- approximate inference
- probability distribution
- semi supervised
- latent variables
- closed form
- generative model
- density function
- gaussian mixture model
- upper bound
- active learning