EigenGP: Gaussian processes with sparse data-dependent eigenfunctions

Yuan (Alan) Qi Bo Dai Yao Zhu

Published in: CoRR (2012)

Keyphrases

data dependent
gaussian processes
covariance function
relevance vector machine
gaussian process
gaussian process regression
hyperparameters
non stationary
model selection
reproducing kernel hilbert space
multi task
data sets
bayesian framework
closed form
energy functional
knn
high dimensional
feature selection