Finite sample approximations of exact and entropic Wasserstein distances between covariance operators and Gaussian processes.
Minh Ha QuangPublished in: CoRR (2021)
Keyphrases
- gaussian processes
- finite sample
- sample size
- hyperparameters
- uniform convergence
- gaussian process
- covariance matrix
- nearest neighbor
- closed form
- generalization error
- multi task learning
- model selection
- random sampling
- multi task
- data sets
- reproducing kernel hilbert space
- distance measure
- loss function
- similarity measure