Sparse Cholesky Factorization for Solving Nonlinear PDEs via Gaussian Processes.
Yifan ChenHouman OwhadiFlorian SchäferPublished in: CoRR (2023)
Keyphrases
- gaussian processes
- solving nonlinear
- covariance function
- gaussian process
- augmented lagrangian
- artificial bee colony algorithm
- nonlinear equations
- sparse matrix
- partial differential equations
- gaussian process regression
- numerical solution
- gram matrix
- image denoising
- level set
- matrix factorization
- high dimensional
- multi task
- hyperparameters
- regression model
- non stationary
- multiscale
- constrained optimization
- convex optimization
- total variation
- closed form
- image processing
- low rank
- collaborative filtering